locally Lipschitz continuous gradient

Accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient

Published: 2022/06/01, Updated: 2022/06/24

Convex and Nonsmooth Optimization accelerated first-order methods, convex optimization, iteration complexity, locally Lipschitz continuous gradient, operation complexity, proximal augmented Lagrangian method, proximal gradient method

In this paper we develop accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient (LLCG), which is beyond the well-studied class of convex optimization with Lipschitz continuous gradient. In particular, we first consider unconstrained convex optimization with LLCG and propose accelerated proximal gradient (APG) methods for solving it. The proposed APG methods are … Read more