A universal modification of the linear coupling method
From MaRDI portal
Abstract: In the late sixties, N. Shor and B. Polyak independently proposed optimal first-order methods for non-smooth convex optimization problems. In 1982 A. Nemirovski proposed optimal first-order methods for smooth convex optimization problems, which utilized auxiliary line search. In 1985 A. Nemirovski and Yu. Nesterov proposed a parametric family of optimal first-order methods for convex optimization problems with intermediate smoothness. In 2013 Yu. Nesterov proposed a universal gradient method which combined all the good properties of the previous methods, except the possibility of using auxiliary line search. One can typically observe that in practice auxiliary line search improves performance for many tasks. In this paper, we propose the apparently first such method of non-smooth convex optimization allowing for the use of the line search procedure. Moreover, it is based on the universal gradient method, which does not require any a priori information about the actual degree of smoothness of the problem. Numerical experiments demonstrate that the proposed method is, in some cases, considerably faster than Nesterov's universal gradient method.
Recommendations
- Universal gradient methods for convex optimization problems
- Accelerated primal-dual gradient descent with linesearch for convex, nonconvex, and nonsmooth optimization problems
- Universal intermediate gradient method for convex problems with inexact oracle
- Efficient first-order methods for convex minimization: a constructive approach
- Fast gradient methods for uniformly convex and weakly smooth problems
Cites work
- Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
- First-order methods of smooth convex optimization with inexact oracle
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- Linear coupling: an ultimate unification of gradient and mirror descent
- Optimal methods of smooth convex minimization
- Universal gradient methods for convex optimization problems
Cited in
(8)- Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle
- Accelerated primal-dual gradient descent with linesearch for convex, nonconvex, and nonsmooth optimization problems
- Generalized uniformly optimal methods for nonlinear programming
- Universal transformation and non-linear connection between experimental and calculated property vectors in QSPR
- Universal Approximation Capability of Cascade Correlation for Structures
- Universal gradient methods for convex optimization problems
- Primal-dual accelerated gradient methods with small-dimensional relaxation oracle
- Universal intermediate gradient method for convex problems with inexact oracle
This page was built for publication: A universal modification of the linear coupling method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4631767)
