no code implementations • 31 Dec 2020 • Petr Ostroukhov, Rinat Kamalov, Pavel Dvurechensky, Alexander Gasnikov
The first method is based on the assumption of $p$-th order smoothness of the objective and it achieves a convergence rate of $O \left( \left( \frac{L_p R^{p - 1}}{\mu} \right)^\frac{2}{p + 1} \log \frac{\mu R^2}{\varepsilon_G} \right)$, where $R$ is an estimate of the initial distance to the solution, and $\varepsilon_G$ is the error in terms of duality gap.
Optimization and Control
