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Notes on Big-n Problems
where α is a step size. If the gradient of f is Lipschitz-continuous with constant L, then using the step size α = 1/L guarantees that f(x) < f(x) (provided ∇f(x) 6= 0), and if f is convex that the distance to the optimal value f(x∗) as a function of k is O(1/k). Nesterov [1983] proposes a simple modification, referred to as the accelerated gradient method, that improves this to O(1/k), and und...
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ژورنال
عنوان ژورنال: Bulletin de la Société Botanique de France
سال: 1909
ISSN: 0037-8941
DOI: 10.1080/00378941.1909.10832085