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IMPROVED ALGORITHMS FOR CONVEX MINIMIZATION IN RELATIVE SCALE
Journal article   Peer reviewed

IMPROVED ALGORITHMS FOR CONVEX MINIMIZATION IN RELATIVE SCALE

Peter Richtarik
SIAM journal on optimization, Vol.21(3), pp.1141-1167
01/01/2011

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
In this paper we propose two modifications to Nesterov's algorithms for minimizing convex functions in relative scale. The first is based on a bisection technique and leads to improved theoretical iteration complexity, and the second is a heuristic for avoiding restarting behavior. The fastest of our algorithms produces a solution within relative error O(1/k) of the optimum, with k being the iteration counter.

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