Optimal Affine-Invariant Smooth Minimization Algorithms

DOI10.1137/17M1116842zbMath1404.90099arXiv1301.0465MaRDI QIDQ5376450

Alexandre d'Aspremont, Cristóbal Guzmán, Martin Jaggi

Publication date: 18 September 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.0465

zbMATH Keywords

convex optimizationcomplexity theoryoptimal methodsaffine invariance

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60)

Related Items (3)

Lower Bounds for Parallel and Randomized Convex Optimization ⋮ Optimal Algorithms for Stochastic Complementary Composite Minimization ⋮ Unnamed Item

Uses Software

• CVX
• NESUN

Cites Work

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• Smooth minimization of non-smooth functions
• First-order methods of smooth convex optimization with inexact oracle
• On lower complexity bounds for large-scale smooth convex optimization
• Universal gradient methods for convex optimization problems
• Martingales with values in uniformly convex spaces
• Sharp uniform convexity and smoothness inequalities for trace norms
• Introductory lectures on convex optimization. A basic course.
• Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
• Robust Stochastic Approximation Approach to Stochastic Programming
• Optimal methods of smooth convex minimization
• Linear Coupling: An Ultimate Unification of Gradient and Mirror Descent

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