inexact

Convergence rates of accelerated proximal gradient algorithms under independent noise

  • Jiang Hao
  • Barrio Roberto
  • Cheng Lizhi
  • Sun Tao
    • Categories Convex Optimization, Nonlinear Optimization Tags , ,

    We consider an accelerated proximal gradient algorithm for the composite optimization with “independent errors” (errors little related with historical information) for solving linear inverse problems. We present a new inexact version of FISTA algorithm considering deterministic and stochastic noises. We prove some convergence rates of the algorithm and we connect it with the current existing … Read more

    An accelerated inexact proximal point algorithm for convex minimization

  • Bingsheng He
  • Xiao-Ming Yuan
    • Categories Convex Optimization Tags , , ,

    The proximal point algorithm (PPA) is classical and popular in the community of Optimization. In practice, inexact PPAs which solves the involved proximal subproblems approximately subject to certain inexact criteria are truly implementable. In this paper, we first propose an inexact PPA with a new inexact criterion for solving convex minimization, and show that the … Read more