A universal modification of the linear coupling method

DOI10.1080/10556788.2018.1517158zbMath1421.90116arXiv1711.01850OpenAlexW2964015005MaRDI QIDQ4631767

Sergey Guminov, Anton S. Anikin, Alexander V. Gasnikov, Alexander Yu. Gornov

Publication date: 23 April 2019

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.01850

zbMATH Keywords

convex optimizationline searchnon-smooth optimizationfirst-order methods

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25)

Related Items (3)

Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle ⋮ Primal–dual accelerated gradient methods with small-dimensional relaxation oracle ⋮ Accelerated primal-dual gradient descent with linesearch for convex, nonconvex, and nonsmooth optimization problems

Uses Software

• NESUN

Cites Work

• First-order methods of smooth convex optimization with inexact oracle
• Universal gradient methods for convex optimization problems
• Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
• Optimal methods of smooth convex minimization
• Linear Coupling: An Ultimate Unification of Gradient and Mirror Descent
• Unnamed Item

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