1 code implementation • 1 Dec 2018 • Ernest K. Ryu, Adrien B. Taylor, Carolina Bergeling, Pontus Giselsson
We propose a methodology for studying the performance of common splitting methods through semidefinite programming.
Optimization and Control 47H05 47H09 68Q25 90C22 90C25 90C30 90C60
1 code implementation • 15 Mar 2018 • Yoel Drori, Adrien B. Taylor
We describe a novel constructive technique for devising efficient first-order methods for a wide range of large-scale convex minimization settings, including smooth, non-smooth, and strongly convex minimization.
Optimization and Control Numerical Analysis
1 code implementation • 11 May 2017 • Adrien B. Taylor, Julien M. Hendrickx, François Glineur
We establish the exact worst-case convergence rates of the proximal gradient method in this setting for any step size and for different standard performance measures: objective function accuracy, distance to optimality and residual gradient norm.
Optimization and Control