Adaptive Proximal Gradient Method for Convex Optimization
Yura Malitsky, Konstantin Mishchenko
Topics & Concepts
MathematicsConvex optimizationGradient methodRegular polygonComputer scienceAlgorithmMathematical optimizationProximal Gradient MethodsOptimization problemGradient descentApplied mathematicsConvex functionMinificationConstraint (computer-aided design)Constrained optimizationProper convex functionConvergence (economics)Frank–Wolfe algorithmStochastic Gradient Optimization TechniquesOptimization and Variational AnalysisAdvanced Optimization Algorithms Research