Adaptive Accelerated Gradient Converging Methods under Holderian Error Bound Condition

In this paper, we focus our study on the convergence of (proximal) gradient methods and accelerated (proximal) gradient methods for smooth (composite) optimization under a H\”{o}lderian error bound (HEB) condition. We first show that proximal gradient (PG) method is automatically adaptive to HEB while accelerated proximal gradient (APG) method can be adaptive to HEB by … Read more