Optimal steepest descent algorithms for unconstrained convex problems: fine tuning Nesterov's method
Clóvis Caesar Gonzaga(clovismtm.ufsc.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.
Entry Submitted: 08/07/2008
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