inexact accelerated proximal gradient method

On Inexact Accelerated Proximal Gradient Methods with Relative Error Rules

  • Yunier Bello-Cruz
  • Max L. N. Gonçalves
  • Nathan Krislock
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization Tags , , , , ,

    One of the most popular and important first-order iterations that provides optimal complexity of the classical proximal gradient method (PGM) is the “Fast Iterative Shrinkage/Thresholding Algorithm” (FISTA). In this paper, two inexact versions of FISTA for minimizing the sum of two convex functions are studied. The proposed schemes inexactly solve their subproblems by using relative … Read more

    An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP

  • K.F. Jiang
  • Defeng Sun
  • Kim-Chuan Toh
    • Categories Convex Optimization, Semi-definite Programming Tags , , ,

    The accelerated proximal gradient (APG) method, first proposed by Nesterov, and later refined by Beck and Teboulle, and studied in a unifying manner by Tseng has proven to be highly efficient in solving some classes of large scale structured convex optimization (possibly nonsmooth) problems, including nuclear norm minimization problems in matrix completion and $l_1$ minimization … Read more