Optimal steepest descent algorithms for unconstrained convex problems: fine tuning Nesterov’s method

We modify the first order algorithm for convex programming proposed by Nesterov. The resulting algorithm keeps the optimal complexity obtained by Nesterov with no need of a known Lipschitz constant for the gradient, and performs better in practically all examples in a set of test problems.

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Technical Report, Federal University of Santa Catarina, 2008.

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