Fast and safe: accelerated gradient methods with optimality certificates and underestimate sequences

Author:

Jahani Majid,Gudapati Naga Venkata C.,Ma Chenxin,Tappenden RachaelORCID,Takáč Martin

Funder

National Science Foundation

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference33 articles.

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2. Baes, M.: Estimate sequence methods: extensions and approximations. Technical Report Optimization-Online 2372, Université Catholique de Louvain (2009)

3. Bubeck, S., Lee, Y.T., Singh, M.: A geometric alternative to Nesterov’s accelerated gradient descent. Technical report, Microsoft Research (2015). arXiv:1506.08187 [math.OC]

4. Chang, C.-C., Lin, C.-J.: LIBSVM: a library for support vector machines. ACM Trans. Intell. Syst. Technol. 2, 1–27 (2011)

5. Chen, S., Ma, S., Liu, W.: Geometric descent method for convex composite minimization. In: Guyon, I., Luxburg, U.V., Bengio, S., Wallach, H., Fergus, R., Vishwanathan, S., Garnett, R. (eds.) Advances in Neural Information Processing Systems, vol. 30, pp. 636–644. Curran Associates Inc, Red Hook (2017)

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