Two Polyak-Type Step Sizes for Mirror Descent
Optimization and Control
2022-10-05 v1
Abstract
We propose two Polyak-type step sizes for mirror descent and prove their convergences for minimizing convex locally Lipschitz functions. Both step sizes, unlike the original Polyak step size, do not need the optimal value of the objective function.
Cite
@article{arxiv.2210.01532,
title = {Two Polyak-Type Step Sizes for Mirror Descent},
author = {Jun-Kai You and Yen-Huan Li},
journal= {arXiv preprint arXiv:2210.01532},
year = {2022}
}
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13 pages
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