Fast gradient methods for uniformly convex and weakly smooth problems

نویسندگان

چکیده

In this paper, acceleration of gradient methods for convex optimization problems with weak levels convexity and smoothness is considered. Starting from the universal fast method which was designed to be an optimal weakly smooth whose gradients are Hölder continuous, its momentum modified appropriately so that it can also accommodate uniformly problems. Different existing works, proposed in paper do not use restarting technique but momentums suitably reflect both uniform information target energy function. Both theoretical numerical results support superiority presented.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Intermediate Gradient Methods for Smooth Convex Problems with Inexact Oracle

Between the robust but slow (primal or dual) gradient methods and the fast but sensitive to errors fast gradient methods, our goal in this paper is to develop first-order methods for smooth convex problems with intermediate speed and intermediate sensitivity to errors. We develop a general family of first-order methods, the Intermediate Gradient Method (IGM), based on two sequences of coefficie...

متن کامل

Universal gradient methods for convex optimization problems

In this paper, we present new methods for black-box convex minimization. They do not need to know in advance the actual level of smoothness of the objective function. Their only essential input parameter is the required accuracy of the solution. At the same time, for each particular problem class they automatically ensure the best possible rate of convergence. We confirm our theoretical results...

متن کامل

2013 / 17 Intermediate gradient methods for smooth convex problems with inexact oracle

Between the robust but slow (primal or dual) gradient methods and the fast but sensitive to errors fast gradient methods, our goal in this paper is to develop first-order methods for smooth convex problems with intermediate speed and intermediate sensitivity to errors. We develop a general family of first-order methods, the Intermediate Gradient Method (IGM), based on two sequences of coefficie...

متن کامل

Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization

The main goal of this paper is to develop uniformly optimal first-order methods for convex programming (CP). By uniform optimality we mean that the first-order methods themselves do not require the input of any problem parameters, but can still achieve the best possible iteration complexity bounds. By incorporating a multi-step acceleration scheme into the well-known bundle-level method, we dev...

متن کامل

Bundle-type methods uniformly optimal for smooth and nonsmooth convex optimization

The bundle-level method and its certain variants are known to exhibit an optimal rate of convergence, i.e., O(1/ √ t), and also excellent practical performance for solving general non-smooth convex programming (CP) problems. However, this rate of convergence is significantly worse than the optimal one for solving smooth CP problems, i.e., O(1/t). In this paper, we present new bundle-type method...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Advances in Computational Mathematics

سال: 2022

ISSN: ['1019-7168', '1572-9044']

DOI: https://doi.org/10.1007/s10444-022-09943-5