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

Recommendations

• Accelerated bundle level methods with inexact oracle
• Composite convex optimization with global and local inexact oracles
• Universal intermediate gradient method for convex problems with inexact oracle
• Smoothing and first order methods: a unified framework
• Stochastic intermediate gradient method for convex problems with stochastic inexact oracle

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)

Cites Work

• Smooth minimization of non-smooth functions
• Introductory lectures on convex optimization. A basic course.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Excessive Gap Technique in Nonsmooth Convex Minimization
• Title not available (Why is that?)
• Convergence of some algorithms for convex minimization
• Smooth Optimization with Approximate Gradient
• An optimal method for stochastic composite optimization
• A Proximal Bundle Method with Approximate Subgradient Linearizations
• A proximal bundle method based on approximate subgradients
• The effect of deterministic noise in subgradient methods
• Double smoothing technique for large-scale linearly constrained convex optimization
• Smoothing technique and its applications in semidefinite optimization
• Optimal methods of smooth convex minimization
• Title not available (Why is that?)

Cited In (only showing first 100 items - show all)

• General convergence analysis of stochastic first-order methods for composite optimization
• On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming
• A family of subgradient-based methods for convex optimization problems in a unifying framework
• Composite convex optimization with global and local inexact oracles
• An inexact dual fast gradient-projection method for separable convex optimization with linear coupled constraints
• 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
• Management of a hydropower system via convex duality
• Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions
• Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
• An adaptive accelerated first-order method for convex optimization
• Flexible low-rank statistical modeling with missing data and side information
• Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation
• Distributed optimal coordination for multiple heterogeneous Euler-Lagrangian systems
• 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
• A flexible coordinate descent method
• 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
• New results on subgradient methods for strongly convex optimization problems with a unified analysis
• Efficient first-order methods for convex minimization: a constructive approach
• Convergence rates of accelerated proximal gradient algorithms under independent noise
• Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
• First-order Methods for the Impatient: Support Identification in Finite Time with Convergent Frank--Wolfe Variants
• Stochastic intermediate gradient method for convex problems with stochastic inexact oracle
• 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
• Accelerated proximal stochastic dual coordinate ascent for regularized loss minimization
• New analysis and results for the Frank-Wolfe method
• Universal method for stochastic composite optimization problems
• Exact worst-case convergence rates of the proximal gradient method for composite convex minimization
• Optimal subgradient algorithms for large-scale convex optimization in simple domains
• On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients
• Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
• Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
• Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming
• On the resolution of misspecified convex optimization and monotone variational inequality problems
• Accelerated methods for saddle-point problem
• Fast gradient descent for convex minimization problems with an oracle producing a \(( \delta, L)\)-model of function at the requested point
• Generalized uniformly optimal methods for nonlinear programming
• Catalyst Acceleration for First-order Convex Optimization: from Theory to Practice
• CGIHT: conjugate gradient iterative hard thresholding for compressed sensing and matrix completion
• Generalized maximum entropy estimation
• Stochastic Model-Based Minimization of Weakly Convex Functions
• Robust hybrid zero-order optimization algorithms with acceleration via averaging in time
• An optimal subgradient algorithm with subspace search for costly convex optimization problems
• Fast proximal algorithms for nonsmooth convex optimization
• Fast gradient methods for uniformly convex and weakly smooth problems
• Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
• Frank-Wolfe and friends: a journey into projection-free first-order optimization methods
• Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression
• Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization
• Analysis of biased stochastic gradient descent using sequential semidefinite programs
• A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming
• An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization
• Conditional gradient type methods for composite nonlinear and stochastic optimization
• A universal modification of the linear coupling method
• Title not available (Why is that?)
• An accelerated first-order method for non-convex optimization on manifolds
• Optimal Algorithms for Stochastic Complementary Composite Minimization
• Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization
• HT-AWGM: a hierarchical Tucker-adaptive wavelet Galerkin method for high-dimensional elliptic problems
• Inexact model: a framework for optimization and variational inequalities
• Variable Projection for NonSmooth Problems
• Analogues of Switching Subgradient Schemes for Relatively Lipschitz-Continuous Convex Programming Problems
• Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming
• Decentralized saddle-point problems with different constants of strong convexity and strong concavity
• Small errors in random zeroth-order optimization are imaginary
• 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
• Distributed optimization with inexact oracle
• A nonlinear conjugate gradient method using inexact first-order information
• 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
• Universal Conditional Gradient Sliding for Convex Optimization
• Accelerated randomized mirror descent algorithms for composite non-strongly convex optimization
• Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle

This page was built for publication: First-order methods of smooth convex optimization with inexact oracle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q403634)