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Universal gradient descent

In this book we collect many different and useful facts around gradient descent method. First of all we consider gradient descent with inexact oracle. We build a general model of optimized function that include composite optimization approach, level's methods, proximal methods etc. Then we investigate primal-dual properties of the gradient descent in general model set-up. At the end we generalize method to universal one.

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AuthorshipTopic signalWUniversal gradient descentpreprint / 2020AAlexander GasnikovResearcherTmath.OC9232 works
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Universal gradient descent

preprint / 2020

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