English

Universal gradient descent

Optimization and Control 2020-07-20 v9

Abstract

In this book we collect many different and useful facts around gradient descent method. First of all we consider gradient descent with inexact oracle. We build a general model of optimized function that include composite optimization approach, level's methods, proximal methods etc. Then we investigate primal-dual properties of the gradient descent in general model set-up. At the end we generalize method to universal one.

Cite

@article{arxiv.1711.00394,
  title  = {Universal gradient descent},
  author = {Alexander Gasnikov},
  journal= {arXiv preprint arXiv:1711.00394},
  year   = {2020}
}

Comments

MIPT, 291 pages (in Russian)