Inexact model: a framework for optimization and variational inequalities
From MaRDI portal
Abstract: In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many known methods as a special case, the list including accelerated gradient method, composite optimization methods, level-set methods, proximal methods. The idea of the framework is based on constructing an inexact model of the main problem component, i.e. objective function in optimization or operator in variational inequalities. Besides reproducing known results, our framework allows to construct new methods, which we illustrate by constructing a universal method for variational inequalities with composite structure. This method works for smooth and non-smooth problems with optimal complexity without a priori knowledge of the problem smoothness. We also generalize our framework for strongly convex objectives and strongly monotone variational inequalities.
Recommendations
- Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle
- Proximal extrapolated gradient methods for variational inequalities
- Numerical methods for some classes of variational inequalities with relatively strongly monotone operators
- First-order methods of smooth convex optimization with inexact oracle
- Dual extrapolation and its applications to solving variational inequalities and related problems
Cites work
- A descent lemma beyond Lipschitz gradient continuity: first-order methods revisited and applications
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A stable alternative to Sinkhorn's algorithm for regularized optimal transport
- Accelerated primal-dual gradient descent with linesearch for convex, nonconvex, and nonsmooth optimization problems
- Accuracy certificates for computational problems with convex structure
- An adaptive proximal method for variational inequalities
- An optimal method for stochastic composite optimization
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Complexity bounds for primal-dual methods minimizing the model of objective function
- Conditional gradient algorithms for norm-regularized smooth convex optimization
- Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
- Cubic regularization of Newton method and its global performance
- Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
- Estimate sequences for stochastic composite optimization: variance reduction, acceleration, and robustness to noise
- Fast gradient descent for convex minimization problems with an oracle producing a ( , L)-model of function at the requested point
- Fast primal-dual gradient method for strongly convex minimization problems with linear constraints
- First-order methods of smooth convex optimization with inexact oracle
- Golden ratio algorithms for variational inequalities
- Gradient methods for minimizing composite functions
- Gradient methods for problems with inexact model of the objective
- Gradient methods with memory
- Implementable tensor methods in unconstrained convex optimization
- Lectures on convex optimization
- Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
- Non-smooth non-convex Bregman minimization: unification and new algorithms
- Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria
- Optimal methods of smooth convex minimization
- Primal-dual accelerated gradient methods with small-dimensional relaxation oracle
- Primal-dual subgradient methods for convex problems
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Proximal extrapolated gradient methods for variational inequalities
- Random gradient extrapolation for distributed and stochastic optimization
- Relatively smooth convex optimization by first-order methods, and applications
- Some algorithms for solving mixed variational inequalities
- Stochastic intermediate gradient method for convex optimization problems
- Stochastic intermediate gradient method for convex problems with stochastic inexact oracle
- Two-level iterative method for non-stationary mixed variational inequalities
- Universal gradient methods for convex optimization problems
- Universal intermediate gradient method for convex problems with inexact oracle
- Universal method for stochastic composite optimization problems
- Universal method of searching for equilibria and stochastic equilibria in transportation networks
- Variance-based extragradient methods with line search for stochastic variational inequalities
Cited in
(25)- Oracle complexity separation in convex optimization
- Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle
- Stochastic saddle-point optimization for the Wasserstein barycenter problem
- Gradient methods for problems with inexact model of the objective
- Numerical methods for some classes of variational inequalities with relatively strongly monotone operators
- Generalized self-concordant analysis of Frank-Wolfe algorithms
- Analysis of the Frank-Wolfe method for convex composite optimization involving a logarithmically-homogeneous barrier
- Accelerated gradient methods with absolute and relative noise in the gradient
- Gradient-Type Methods for Optimization Problems with Polyak-Łojasiewicz Condition: Early Stopping and Adaptivity to Inexactness Parameter
- Hyperfast second-order local solvers for efficient statistically preconditioned distributed optimization
- Accelerated variance-reduced methods for saddle-point problems
- Smooth monotone stochastic variational inequalities and saddle point problems: a survey
- Some adaptive first-order methods for variational inequalities with relatively strongly monotone operators and generalized smoothness
- Towards an automatic uncertainty compiler
- Unifying framework for accelerated randomized methods in convex optimization
- Recent theoretical advances in decentralized distributed convex optimization
- Recent Theoretical Advances in Non-Convex Optimization
- Gradient descent in the absence of global Lipschitz continuity of the gradients
- Inexact tensor methods and their application to stochastic convex optimization
- Optimal inexactness schedules for tunable oracle-based methods
- An accelerated decentralized stochastic optimization algorithm with inexact model
- Accelerated Bregman gradient methods for relatively smooth and relatively Lipschitz continuous minimization problems
- Intermediate gradient methods with relative inexactness
- Adaptive primal-dual methods with an inexact oracle for relatively smooth optimization problems and their applications to recovering low-rank matrices
- Numerical methods for variational inequalities and saddle point problems with relative inexact information
This page was built for publication: Inexact model: a framework for optimization and variational inequalities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5865338)
