First-order methods of smooth convex optimization with inexact oracle

DOI10.1007/S10107-013-0677-5zbMATH Open1317.90196OpenAlexW2124768887MaRDI QIDQ403634FDOQ403634

Olivier Devolder, Yuri Nesterov, François Glineur

Publication date: 29 August 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-013-0677-5

zbMATH Keywords

first-order methodsgradient methodsinexact oraclesmooth convex optimizationlarge-scale optimizationfast gradient methodscomplexity bounds

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Abstract computational complexity for mathematical programming problems (90C60)

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• Analogues of Switching Subgradient Schemes for Relatively Lipschitz-Continuous Convex Programming Problems
• Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming
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• Optimal Affine-Invariant Smooth Minimization Algorithms
• Stopping rules for gradient methods for non-convex problems with additive noise in gradient
• Universal intermediate gradient method for convex problems with inexact oracle
• Accelerated Extra-Gradient Descent: A Novel Accelerated First-Order Method
• Adaptive constraint satisfaction for Markov decision process congestion games: application to transportation networks
• Implicit regularization with strongly convex bias: Stability and acceleration
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• Accelerated Iterative Regularization via Dual Diagonal Descent
• Variable Projection for NonSmooth Problems
• Augmented Lagrangian optimization under fixed-point arithmetic
• A frequency-domain analysis of inexact gradient methods
• Complexity Certifications of First-Order Inexact Lagrangian Methods for General Convex Programming: Application to Real-Time MPC
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• Accelerated randomized mirror descent algorithms for composite non-strongly convex optimization
• Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle
• Accelerated gradient methods with absolute and relative noise in the gradient
• Recent theoretical advances in decentralized distributed convex optimization
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• A simple method for convex optimization in the oracle model
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• A dual approach for optimal algorithms in distributed optimization over networks
• A subgradient method for free material design
• Gradient-Type Methods for Optimization Problems with Polyak-Łojasiewicz Condition: Early Stopping and Adaptivity to Inexactness Parameter
• Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization
• Inexact reduced gradient methods in nonconvex optimization
• Online First-Order Framework for Robust Convex Optimization
• High-probability complexity bounds for non-smooth stochastic convex optimization with heavy-tailed noise
• Sequential Subspace Optimization for Quasar-Convex Optimization Problems with Inexact Gradient
• Differentially private inference via noisy optimization
• Primal-dual \(\varepsilon\)-subgradient method for distributed optimization
• Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems
• Accelerated first-order methods for a class of semidefinite programs
• Some adaptive first-order methods for variational inequalities with relatively strongly monotone operators and generalized smoothness
• Hyperfast second-order local solvers for efficient statistically preconditioned distributed optimization
• A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization
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• A heuristic adaptive fast gradient method in stochastic optimization problems
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• Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone
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• Composite convex optimization with global and local inexact oracles
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• Exact Worst-Case Performance of First-Order Methods for Composite Convex Optimization
• Stochastic intermediate gradient method for convex optimization problems
• Inexact coordinate descent: complexity and preconditioning
• Analysis of Optimization Algorithms via Integral Quadratic Constraints: Nonstrongly Convex Problems
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• Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions
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• An adaptive accelerated first-order method for convex optimization
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• Certification aspects of the fast gradient method for solving the dual of parametric convex programs
• First-order methods for convex optimization
• On the convergence rate of scaled gradient projection method
• A new convergence analysis and perturbation resilience of some accelerated proximal forward–backward algorithms with errors
• Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis
• Inexact first-order primal-dual algorithms
• Accelerated gradient boosting
• On the oracle complexity of first-order and derivative-free algorithms for smooth nonconvex minimization
• OSGA: a fast subgradient algorithm with optimal complexity
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• Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
• Convergence Analysis of Inexact Randomized Iterative Methods
• Bounds for the tracking error of first-order online optimization methods
• Universal gradient methods for convex optimization problems
• Scheduled Restart Momentum for Accelerated Stochastic Gradient Descent
• Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints
• Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
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• Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity
• Efficiency of minimizing compositions of convex functions and smooth maps
• From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
• Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems

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