图 书 馆
线性搜索凸优化的快速一阶方法Fast first-order methods for convex optimization with line search |
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| 课程网址: | http://videolectures.net/nipsworkshops2011_scheinberg_convexoptim... |
| 主讲教师: | Katya Scheinberg |
| 开课单位: | 里海大学 |
| 开课时间: | 2012-01-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We propose accelerated first-order methods with non-monotonic choice of the prox parameter, which essentially controls the step size. This is in contrast with most accelerated schemes where the prox parameter is either assumed to be constant or non-increasing. In particular we show that a backtracking strategy can be used within FISTA [2] and FALM algorithms [5] starting from an arbitrary parameter value preserving their worst-case iteration complexities of O. We also derive complexity estimates that depend on the “average” step size rather than the global Lipschitz constant for the function gradient, which provide better theoretical justification for these methods, hence the main contribution of this paper is theoretical. |
| 关 键 词: | 加速一阶方法; 加速方案; 函数梯度 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-09-07：lxf |
| 阅读次数: | 74 |