Search Results - subject:"fast gradient method"

Stochastic first order methods in smooth convex optimization

DEVOLDER, Olivier - Center for Operations Research and Econometrics (CORE), … - 2011

Gradient Method. Convergence rates on average, probabilities of large deviations and accuracy certificates are studied. All of … sequences functions, we develop also two new methods, a Stochastic Dual Gradient Method and an accelerated Stochastic Fast …

Persistent link: https://www.econbiz.de/10010927678

A variable smoothing algorithm for solving convex optimization problems

Boţ, Radu; Hendrich, Christopher - In: TOP: An Official Journal of the Spanish Society of … 23 (2015) 1, pp. 124-150

In this article, we propose a method for solving unconstrained optimization problems with convex and Lipschitz continuous objective functions. By making use of the Moreau envelopes of the functions occurring in the objective, we smooth them to convex and differentiable functions with Lipschitz...

Persistent link: https://www.econbiz.de/10011241032

A variable smoothing algorithm for solving convex optimization problems

Boţ, Radu Ioan; Hendrich, Christopher - In: Top : transactions in operations research 23 (2015) 1, pp. 124-150

Persistent link: https://www.econbiz.de/10011406959

Certification aspects of the fast gradient method for solving the dual of parametric convex programs

Richter, Stefan; Jones, Colin; Morari, Manfred - In: Computational Statistics 77 (2013) 3, pp. 305-321

This paper examines the computational complexity certification of the fast gradient method for the solution of the dual … largest step size for the fast gradient method. In addition, we argue that optimal preconditioning of the dual problem cannot …

Persistent link: https://www.econbiz.de/10010759578

Certification aspects of the fast gradient method for solving the dual of parametric convex programs

Richter, Stefan; Jones, Colin; Morari, Manfred - In: Mathematical Methods of Operations Research 77 (2013) 3, pp. 305-321

Persistent link: https://www.econbiz.de/10010950364

A double smoothing technique for solving unconstrained nondifferentiable convex optimization problems

Boţ, Radu; Hendrich, Christopher - In: Computational Optimization and Applications 54 (2013) 2, pp. 239-262

dual problem is then solved via a fast gradient method with the aim of accelerating the resulting convergence scheme. The …

Persistent link: https://www.econbiz.de/10010998330