On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions.
Etienne de KlerkFrançois GlineurAdrien B. TaylorPublished in: Optim. Lett. (2017)
Keyphrases
- line search
- gradient method
- convex functions
- convergence rate
- primal dual
- step size
- linear program
- objective function
- global convergence
- linear programming problems
- convergence speed
- interior point methods
- convex sets
- linear programming
- cost function
- quadratic programming
- image processing
- convex optimization
- wavelet coefficients
- approximation algorithms
- high dimensional
- multiscale