On the convergence analysis of the optimized gradient method

DOI10.1007/s10957-016-1018-7zbMath1360.90200arXiv1510.08573MaRDI QIDQ511969

Donghwan Kim, Jeffrey A. Fessler

Publication date: 23 February 2017

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

Full work available at URL: https://arxiv.org/abs/1510.08573

zbMATH Keywords

worst-case performance analysis; convergence bound; first-order algorithms; smooth convex minimization; optimized gradient method

Mathematics Subject Classification ID

68Q25: Analysis of algorithms and problem complexity

90C22: Semidefinite programming

90C25: Convex programming

90C60: Abstract computational complexity for mathematical programming problems

90C30: Nonlinear programming

49M25: Discrete approximations in optimal control

Uses Software

• PESTO