Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods
Work
Year: 2018
Type: article
Abstract: The proximal gradient algorithm for minimizing the sum of a smooth and nonsmooth convex function often converges linearly even without strong convexity. One common reason is that a multiple of the ste... more
Authors Dmitriy Drusvyatskiy, Adrian S. Lewis
Institutions University of Washington, Cornell University
Cites: 50
Cited by: 228
Related to: 10
FWCI: 24.65
Citation percentile (by year/subfield): 99.99
Subfield: Computational Mechanics
Field: Engineering
Domain: Physical Sciences
Open Access status: green