Complexity-Optimal and Curvature-Free First-Order Methods for Finding Stationary Points of Composite Optimization Problems

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 the gradient of f is Lipschitz continuous on the … Read more