Convergence Rates of Proximal Gradient Methods via the Convex Conjugate

DOI10.1137/18M1164329zbMath1410.90151arXiv1801.02509OpenAlexW2963169123WikidataQ128560189 ScholiaQ128560189MaRDI QIDQ4620416

David H. Gutman, Javier F. Peña

Publication date: 8 February 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.02509

zbMATH Keywords

accelerationproximal gradientconvex conjugate

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Methods of reduced gradient type (90C52)

Related Items (2)

No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization ⋮ Perturbed Fenchel duality and first-order methods

Cites Work

• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Gradient methods for minimizing composite functions
• Introductory lectures on convex optimization. A basic course.
• Convergence of first-order methods via the convex conjugate
• Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• An Optimal First Order Method Based on Optimal Quadratic Averaging
• Linear Coupling: An Ultimate Unification of Gradient and Mirror Descent
• Convergence Rates for Deterministic and Stochastic Subgradient Methods without Lipschitz Continuity

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