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Paper detail

An optimal gradient method for smooth strongly convex minimization

We present an optimal gradient method for smooth strongly convex optimization. The method is optimal in the sense that its worst-case bound on the distance to an optimal point exactly matches the lower bound on the oracle complexity for the class of problems, meaning that no black-box first-order method can have a better worst-case guarantee without further assumptions on the class of problems at hand. In addition, we provide a constructive recipe for obtaining the algorithmic parameters of the method and illustrate that it can be used for deriving methods for other optimality criteria as well.

preprint2022arXivOpen access
Adrien TaylorYoel Drori
math.OCmath.NANumerical Analysis
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Adrien TaylorYoel Drori

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