An adaptive accelerated first-order method for convex optimization
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Cites work
- A boundary point method to solve semidefinite programs
- A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A Newton-CG augmented Lagrangian method for semidefinite programming
- An accelerated hybrid proximal extragradient method for convex optimization and its implications to second-order methods
- An Optimal Algorithm for Constrained Differentiable Convex Optimization
- Benchmarking optimization software with performance profiles.
- Dual extrapolation and its applications to solving variational inequalities and related problems
- Fine tuning Nesterov's steepest descent algorithm for differentiable convex programming
- First-order methods of smooth convex optimization with inexact oracle
- Interior-point gradient method for large-scale totally nonnegative least squares problems
- Introductory lectures on convex optimization. A basic course.
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- Smooth minimization of non-smooth functions
Cited in
(35)- Adaptive restart of the optimized gradient method for convex optimization
- An inexact Spingarn's partial inverse method with applications to operator splitting and composite optimization
- Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions
- A piecewise conservative method for unconstrained convex optimization
- From differential equation solvers to accelerated first-order methods for convex optimization
- Accelerated inexact composite gradient methods for nonconvex spectral optimization problems
- An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems
- On inexact relative-error hybrid proximal extragradient, forward-backward and Tseng's modified forward-backward methods with inertial effects
- Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity
- Iteration complexity of an inexact Douglas-Rachford method and of a Douglas-Rachford-Tseng's F-B four-operator splitting method for solving monotone inclusions
- An adaptive accelerated proximal gradient method and its homotopy continuation for sparse optimization
- Adaptive restart for accelerated gradient schemes
- Accelerated additive Schwarz methods for convex optimization with adaptive restart
- A simple nearly optimal restart scheme for speeding up first-order methods
- Fast first-order methods for composite convex optimization with backtracking
- Algorithm 996
- Robustness of Accelerated First-Order Algorithms for Strongly Convex Optimization Problems
- Projection-free accelerated method for convex optimization
- Fast first-order methods for minimizing convex composite functions
- A unified adaptive tensor approximation scheme to accelerate composite convex optimization
- On the convergence rate of the scaled proximal decomposition on the graph of a maximal monotone operator (SPDG) algorithm
- First-order Methods for the Impatient: Support Identification in Finite Time with Convergent Frank--Wolfe Variants
- Adaptive FISTA for Nonconvex Optimization
- Fast convex optimization via a third-order in time evolution equation
- Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function
- An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems
- An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems
- Adaptive Third-Order Methods for Composite Convex Optimization
- Adaptive Catalyst for Smooth Convex Optimization
- Accelerated primal-dual methods with adaptive parameters for composite convex optimization with linear constraints
- A proximal augmented Lagrangian method for linearly constrained nonconvex composite optimization problems
- Complexity-optimal and parameter-free first-order methods for finding stationary points of composite optimization problems
- An optimal lower bound for smooth convex functions
- Nesterov's accelerated Jacobi-type methods for large-scale symmetric positive semidefinite linear systems
- Efficient parameter-free restarted accelerated gradient methods for convex and strongly convex optimization
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