Exact worst-case convergence rates of the proximal gradient method for composite convex minimization

DOI10.1007/s10957-018-1298-1zbMath1394.90464arXiv1705.04398OpenAlexW2615571142MaRDI QIDQ1670100

François Glineur, Adrien B. Taylor, Julien M. Hendrickx

Publication date: 4 September 2018

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.04398

zbMATH Keywords

convergence ratesworst-case analysisproximal gradient methodcomposite convex optimization

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Quadratic programming (90C20)

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Uses Software

• UNLocBoX
• PESTO

Cites Work

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