Hui Zhang

Linear Convergence of Proximal Incremental Aggregated Gradient Methods under Quadratic Growth Condition

  • Hui Zhang
    • Categories Constrained Nonlinear Optimization, Convex Optimization, Nonsmooth Optimization Tags , , , , ,

    Under the strongly convex assumption, several recent works studied the global linear convergence rate of the proximal incremental aggregated gradient (PIAG) method for minimizing the sum of a large number of smooth component functions and a non-smooth convex function. In this paper, under the quadratic growth condition{a strictly weaker condition than the strongly convex assumption, … Read more

    New analysis of linear convergence of gradient-type methods via unifying error bound conditions

  • Hui Zhang
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization Tags , , , , , ,

    The subject of linear convergence of gradient-type methods on non-strongly convex optimization has been widely studied by introducing several notions as sufficient conditions. Influential examples include the error bound property, the restricted strongly convex property, the quadratic growth property, and the Kurdyka-{\L}ojasiewicz property. In this paper, we first define a group of error bound conditions … Read more