Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions

DOI10.1137/19M1244925zbMath1461.62145arXiv1805.10579MaRDI QIDQ5853717

Alireza Fallah, Asuman Ozdaglar, Mert Gürbüzbalaban, Necdet Serhat Aybat

Publication date: 11 March 2021

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

Full work available at URL: https://arxiv.org/abs/1805.10579

zbMATH Keywords

convex optimization; stochastic approximation; matrix inequalities; Nesterov's method; robust control theory; accelerated methods

Mathematics Subject Classification ID

90C25: Convex programming

90C30: Nonlinear programming

90C15: Stochastic programming

93C10: Nonlinear systems in control theory

93C05: Linear systems in control theory

62L20: Stochastic approximation

Uses Software

• CVX