Accelerated gradient methods with absolute and relative noise in the gradient

DOI10.1080/10556788.2023.2212503arXiv2102.02921MaRDI QIDQ6087056

Vladimir Spokoiny, Pavel Dvurechensky, Artem Vasin, A. V. Gasnikov

Publication date: 11 December 2023

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.02921

zbMATH Keywords

convex optimizationconvergence rateinexact oracleaccelerated gradient method

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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