Search Results - subject:"fast gradient methods"

Efficiency of accelerated coordinate descent method on structured optimization problems

Nesterov, Jurij Evgenʹevič; Stich, Sebastian U. - 2016

Persistent link: https://www.econbiz.de/10011581865

First-order methods of smooth convex optimization with inexact oracle

DEVOLDER, Olivier; GLINEUR, François; NESTEROV, Yurii - Center for Operations Research and Econometrics (CORE), … - 2011

. It appears that in inexact case, the superiority of the fast gradient methods over the classical ones is not anymore … absolute. Contrary to the simple gradient schemes, fast gradient methods necessarily suffer from accumulation of errors. Thus …

Persistent link: https://www.econbiz.de/10009002083

Double smoothing technique for infinite-dimensional optimization problems with applications to optimal control

DEVOLDER, Olivier; GLINEUR, François; NESTEROV, Yurii - Center for Operations Research and Econometrics (CORE), … - 2010

In this paper, we propose an efficient technique for solving some infinite-dimensional problems over the sets of functions of time. In our problem, besides the convex point-wise constraints on state variables, we have convex coupling constraints with finite-dimensional image. Hence, we can...

Persistent link: https://www.econbiz.de/10008642227

A fast dual proximal gradient algorithm for convex minimization and applications

Beck, Amir; Teboulle, Marc - In: Operations research letters 42 (2014) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10010259285