Accelerated Bregman proximal gradient methods for relatively smooth convex optimization

DOI10.1007/s10589-021-00273-8zbMath1473.90114arXiv1808.03045OpenAlexW3140735157MaRDI QIDQ2044481

Peter Richtárik, Lin Xiao, Filip Hanzely

Publication date: 9 August 2021

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

Full work available at URL: https://arxiv.org/abs/1808.03045

zbMATH Keywords

convex optimizationBregman divergenceproximal gradient methodsrelative smoothnessaccelerated gradient methods

Mathematics Subject Classification ID

Convex programming (90C25) Methods of reduced gradient type (90C52)

Related Items (15)

Exact gradient methods with memory ⋮ Optimal complexity and certification of Bregman first-order methods ⋮ Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant ⋮ Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient ⋮ Stochastic composition optimization of functions without Lipschitz continuous gradient ⋮ Hyperfast second-order local solvers for efficient statistically preconditioned distributed optimization ⋮ Perturbed Fenchel duality and first-order methods ⋮ First-order methods for convex optimization ⋮ Data-Driven Mirror Descent with Input-Convex Neural Networks ⋮ Local convexity of the TAP free energy and AMP convergence for \(\mathbb{Z}_2\)-synchronization ⋮ Convergence Analysis for Bregman Iterations in Minimizing a Class of Landau Free Energy Functionals ⋮ Bregman proximal mappings and Bregman-Moreau envelopes under relative prox-regularity ⋮ Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity ⋮ Composite Optimization by Nonconvex Majorization-Minimization ⋮ A dual Bregman proximal gradient method for relatively-strongly convex optimization

Uses Software

• LIBSVM
• NESUN

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