Polyak Minorant Method for Convex Optimization

Author:

Devanathan NikhilORCID,Boyd Stephen

Funder

ACCESS

Office of Naval Research

Publisher

Springer Science and Business Media LLC

Reference51 articles.

1. Abdukhakimov, F., Xiang, C., Kamzolov, D., Takáč, M.: Stochastic gradient descent with preconditioned Polyak step-size. https://arxiv.org/abs/2310.02093 (2023)

2. Beck, A., Ben-Tal, A., Guttmann-Beck, N., Tetruashvili, L.: The comirror algorithm for solving nonsmooth constrained convex problems. Oper. Res. Lett. 38(6), 493–498 (2010)

3. Boyd, S., El Ghaoui, L., Feron, E., Balakrishnan, V.: Linear Matrix Inequalities in System and Control Theory. Society for Industrial and Applied Mathematics, Philadelphia (1994)

4. Barré, M., Taylor, A., d’Aspremont, A.: Complexity guarantees for Polyak steps with momentum. In: Proceedings of Thirty Third Conference on Learning Theory, vol. 125, pp. 452–478. PMLR, 09-12 Jul 2020

5. Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)

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