Universal composite prox-method for strictly convex optimization problems
Optimization and Control
2016-11-02 v7
Abstract
We propose a simple way to explain Univerasal method of Yu. Nesterov. Based on this method and using the restart technique we propose Universal method for strictly convex optimization problems. We consider general proximal set up (not necessarily euclidian one).
Keywords
Cite
@article{arxiv.1603.07701,
title = {Universal composite prox-method for strictly convex optimization problems},
author = {Alexander Gasnikov and Dmitry Kamzolov and Mikhail Mendel},
journal= {arXiv preprint arXiv:1603.07701},
year = {2016}
}
Comments
17 pages, in Russian in TRUDY MIPT. 2016. V. 8. no. 3. P. 25-42