Pages that link to "Item:Q1194382"

The following pages link to Information-based complexity of linear operator equations (Q1194382):

Displaying 28 items.

• On lower complexity bounds for large-scale smooth convex optimization (Q478994) (← links)
• The exact information-based complexity of smooth convex minimization (Q511109) (← links)
• Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients (Q683388) (← links)
• Dual extrapolation and its applications to solving variational inequalities and related problems (Q868471) (← links)
• Exact worst-case convergence rates of the proximal gradient method for composite convex minimization (Q1670100) (← links)
• Accelerated schemes for a class of variational inequalities (Q1680963) (← links)
• Minimal residual algorithm and matrix-vector information (Q1816693) (← links)
• Optimizing the efficiency of first-order methods for decreasing the gradient of smooth convex functions (Q2026726) (← links)
• Some worst-case datasets of deterministic first-order methods for solving binary logistic regression (Q2028922) (← links)
• Nearly optimal first-order methods for convex optimization under gradient norm measure: an adaptive regularization approach (Q2031939) (← links)
• On the oracle complexity of smooth strongly convex minimization (Q2052164) (← links)
• Fully polynomial time \((\Sigma,\Pi)\)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs (Q2089771) (← links)
• On lower iteration complexity bounds for the convex concave saddle point problems (Q2149573) (← links)
• Efficient first-order methods for convex minimization: a constructive approach (Q2205976) (← links)
• Golden ratio algorithms for variational inequalities (Q2205983) (← links)
• Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems (Q2220653) (← links)
• Distributed and consensus optimization for non-smooth image reconstruction (Q2516369) (← links)
• Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games (Q2960400) (← links)
• Generalizing the Optimized Gradient Method for Smooth Convex Minimization (Q4571883) (← links)
• Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support (Q5003210) (← links)
• Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning (Q5081106) (← links)
• Primal–dual accelerated gradient methods with small-dimensional relaxation oracle (Q5085262) (← links)
• Convergence of a Constrained Vector Extrapolation Scheme (Q5089736) (← links)
• Potential Function-Based Framework for Minimizing Gradients in Convex and Min-Max Optimization (Q5093649) (← links)
• Accelerated and Instance-Optimal Policy Evaluation with Linear Function Approximation (Q5885838) (← links)
• An optimal gradient method for smooth strongly convex minimization (Q6038652) (← links)
• Factor-\(\sqrt{2}\) acceleration of accelerated gradient methods (Q6073850) (← links)
• Branch-and-bound performance estimation programming: a unified methodology for constructing optimal optimization methods (Q6120850) (← links)