unconstrained convex problems

Optimal steepest descent algorithms for unconstrained convex problems: fine tuning Nesterov’s method

  • Clóvis Caesar Gonzaga
  • Elizabeth Wegner Karas
    • Categories Convex Optimization, Unconstrained Optimization Tags ,

    We modify the first order algorithm for convex programming proposed by Nesterov. The resulting algorithm keeps the optimal complexity obtained by Nesterov with no need of a known Lipschitz constant for the gradient, and performs better in practically all examples in a set of test problems. CitationTechnical Report, Federal University of Santa Catarina, 2008.ArticleDownload View … Read more