Information-based complexity of linear operator equations
The author investigates the complexity of linear operator equations generated by bounded operators on Hilbert spaces. To formulate the problem precisely the author specifies the following components of the setting: 1. what is the class of instances; 2. how the accuracy of an approximate solution is measured. The main goal is to evaluate the complexity for the ``traditional classes of equations and to point out the corresponding optimal and suboptimal methods. The author studies complexity bounds and optimality of Chebyshev methods and suboptimality of the conjugate gradient methods. In concluding remarks some generalizations of the obtained results to the nonlinear case are given.
- On information complexity of certain classes of operator equations
- Information complexity of equations of the second kind with compact operators in Hilbert space
- Information complexity of weakly singular integral equations
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- On optimality of Krylov's information when solving linear operator equations
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- Information complexity of functional optimization problems and their approximation schemes
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- On optimality of Krylov's information when solving linear operator equations
- On the Convergence of the Conjugate Gradient Method for Singular Linear Operator Equations
- On the optimality of Krylov information
- Complexity of differential and integral equations
- Galerkin information, the hyperbolic cross, and the complexity of operator equations
- On optimality of Krylov's information when solving linear operator equations
- Optimal linear randomized methods for linear operators in Hilbert spaces
- Information complexity of equations of the second kind with compact operators in Hilbert space
- Exact worst-case convergence rates of the proximal gradient method for composite convex minimization
- Accelerated schemes for a class of variational inequalities
- Minimal residual algorithm and matrix-vector information
- What is the complexity of solution-restricted operator equations?
- Optimizing the efficiency of first-order methods for decreasing the gradient of smooth convex functions
- Some worst-case datasets of deterministic first-order methods for solving binary logistic regression
- Nearly optimal first-order methods for convex optimization under gradient norm measure: an adaptive regularization approach
- On the oracle complexity of smooth strongly convex minimization
- Fully polynomial time (,)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs
- On lower iteration complexity bounds for the convex concave saddle point problems
- Efficient first-order methods for convex minimization: a constructive approach
- Golden ratio algorithms for variational inequalities
- Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
- Distributed and consensus optimization for non-smooth image reconstruction
- Complexity for some classes of well-posed problems
- Computational complexity of solving operator equation (I-T)x=y
- On polynomial rings in information dynamics of linear CA
- On Polynomial Rings in Information Dynamics of Linear CA
- Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games
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- scientific article; zbMATH DE number 1524404 (Why is no real title available?)
- Generalizing the optimized gradient method for smooth convex minimization
- On lower complexity bounds for large-scale smooth convex optimization
- On information complexity of certain classes of operator equations
- Efficient algorithms for distributionally robust stochastic optimization with discrete scenario support
- Simple and optimal methods for stochastic variational inequalities. II: Markovian noise and policy evaluation in reinforcement learning
- Primal-dual accelerated gradient methods with small-dimensional relaxation oracle
- Convergence of a Constrained Vector Extrapolation Scheme
- Potential Function-Based Framework for Minimizing Gradients in Convex and Min-Max Optimization
- The exact information-based complexity of smooth convex minimization
- An information complexity approach to extended formulations
- Accelerated and Instance-Optimal Policy Evaluation with Linear Function Approximation
- An optimal gradient method for smooth strongly convex minimization
- Factor-\(\sqrt{2}\) acceleration of accelerated gradient methods
- Branch-and-bound performance estimation programming: a unified methodology for constructing optimal optimization methods
- Complementary composite minimization, small gradients in general norms, and applications
- PEPIT: computer-assisted worst-case analyses of first-order optimization methods in python
- Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients
- Faster algorithm and sharper analysis for constrained Markov decision process
- Computer-assisted design of accelerated composite optimization methods: OptISTA
- s-numbers in information-based complexity
- Dual extrapolation and its applications to solving variational inequalities and related problems
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