adaptive

A Practical Adaptive Subgame Perfect Gradient Method

  • Alan Luner
  • Benjamin Grimmer
    • Categories Convex Optimization, Second-Order Cone Programming Tags , , , , , ,

    We present a performant gradient method for smooth convex optimization, drawing inspiration from several recent advances in the field. Our algorithm, the Adaptive Subgame Perfect Gradient Method (ASPGM) is based on the notion of subgame perfection, attaining a dynamic strengthening of minimax optimality. At each iteration, ASPGM makes a momentum-type update, optimized dynamically based on … Read more

    Complexity-optimal and Parameter-free First-order Methods for Finding Stationary Points of Composite Optimization Problems

  • Weiwei Kong
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization Tags , , , , , ,

    This paper develops and analyzes an accelerated proximal descent method for finding stationary points of nonconvex composite optimization problems. The objective function is of the form f+h where h is a proper closed convex function, f is a differentiable function on the domain of h, and ∇f is Lipschitz continuous on the domain of h. … Read more