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The exact worst-case convergence rate of the gradient method with fixed step lengths for L-smooth functions

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  • Abbaszadehpeivasti, Hadi

    (Tilburg University, School of Economics and Management)

  • de Klerk, Etienne

    (Tilburg University, School of Economics and Management)

  • Zamani, Moslem

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Abbaszadehpeivasti, Hadi & de Klerk, Etienne & Zamani, Moslem, 2022. "The exact worst-case convergence rate of the gradient method with fixed step lengths for L-smooth functions," Other publications TiSEM 061688c6-f97c-4024-bb5b-1, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:061688c6-f97c-4024-bb5b-1c81a859694d
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/57309000/Gradient_descent_fixed_steps_v5_Moslem_Zamani_s_conflicted_copy_2021_10_06_.pdf
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    References listed on IDEAS

    as
    1. De Klerk, Etienne & Glineur, François & Taylor, Adrien B., 2020. "Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation," LIDAM Reprints CORE 3134, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. TAYLOR, Adrien B. & HENDRICKX, Julien M. & François GLINEUR, 2016. "Exact worst-case performance of first-order methods for composite convex optimization," LIDAM Discussion Papers CORE 2016052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. DE KLERK, Etienne & GLINEUR, François & TAYLOR, Adrien B., 2016. "On the Worst-case Complexity of the Gradient Method with Exact Line Search for Smooth Strongly Convex Functions," LIDAM Discussion Papers CORE 2016027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Taylor, A. & Hendrickx, J. & Glineur, F., 2015. "Smooth Strongly Convex Interpolation and Exact Worst-case Performance of First-order Methods," LIDAM Discussion Papers CORE 2015013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    Cited by:

    1. Abbaszadehpeivasti, Hadi, 2024. "Performance analysis of optimization methods for machine learning," Other publications TiSEM 3050a62d-1a1f-494e-99ef-7, Tilburg University, School of Economics and Management.
    2. Hadi Abbaszadehpeivasti & Etienne Klerk & Moslem Zamani, 2024. "On the Rate of Convergence of the Difference-of-Convex Algorithm (DCA)," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 475-496, July.

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