A note on the optimal convergence rate of descent methods with fixed step sizes for smooth strongly convex functions

DOI10.1007/s10957-022-02032-zzbMath1489.90128arXiv2106.08020OpenAlexW3173113055MaRDI QIDQ2671453

Bart Vandereycken, André Uschmajew

Publication date: 3 June 2022

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

Full work available at URL: https://arxiv.org/abs/2106.08020

zbMATH Keywords

variable metric methodinexact gradient methodconvergence rate estimatesSR1 update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Cites Work

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• Stepsize analysis for descent methods
• Introductory lectures on convex optimization. A basic course.
• Exact worst-case convergence rates of the proximal gradient method for composite convex minimization
• On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions
• Measures for Symmetric Rank-One Updates
• Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation

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