Email this article Accelerated Primal-Dual Gradient Descent with Linesearch for Convex, Nonconvex, and Nonsmooth Optimization Problems
- Authors: Guminov S.V.1, Nesterov Y.E.2,3, Dvurechensky P.E.4, Gasnikov A.V.1,4
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Affiliations:
- Moscow Institute of Physics and Technology
- Center for Operations Research and Econometrics (CORE), Catholic University of Louvain
- National Research University Higher School of Economics
- Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
- Issue: Vol 99, No 2 (2019)
- Pages: 125-128
- Section: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225638
- DOI: https://doi.org/10.1134/S1064562419020042
- ID: 225638
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Abstract
A new version of accelerated gradient descent is proposed. The method does not require any a priori information on the objective function, uses a linesearch procedure for convergence acceleration in practice, converge according to well-known lower bounds for both convex and nonconvex objective functions, and has primal-dual properties. A universal version of this method is also described.
About the authors
S. V. Guminov
Moscow Institute of Physics and Technology
Author for correspondence.
Email: sergey.guminov@phystech.edu
Russian Federation, Dolgoprudnyi, Moscow oblast, 141700
Yu. E. Nesterov
Center for Operations Research and Econometrics (CORE), Catholic University of Louvain; National Research University Higher School of Economics
Email: sergey.guminov@phystech.edu
Belgium, Louvain-la-Neuve; Moscow, 101000
P. E. Dvurechensky
Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
Email: sergey.guminov@phystech.edu
Russian Federation, Moscow, 127051
A. V. Gasnikov
Moscow Institute of Physics and Technology; Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
Email: sergey.guminov@phystech.edu
Russian Federation, Dolgoprudnyi, Moscow oblast, 141700; Moscow, 127051
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