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Optimal steepest descent algorithms for unconstrained convex problems: fine tuning Nesterov's method

Clóvis Caesar Gonzaga(clovis***at***mtm.ufsc.br)
Elizabeth Wegner Karas(karas***at***mat.ufpr.br)

Abstract: We modify the first order algorithm for convex programming proposed by Nesterov. The resulting algorithm keeps the optimal complexity obtained by Nesterov with no need of a known Lipschitz constant for the gradient, and performs better in practically all examples in a set of test problems.

Keywords: Unconstrained convex problems, Optimal method

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Category 2: Nonlinear Optimization (Unconstrained Optimization )

Citation: Technical Report, Federal University of Santa Catarina, 2008.

Download: [PDF]

Entry Submitted: 08/07/2008
Entry Accepted: 08/07/2008
Entry Last Modified: 08/07/2008

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