Accelerated meta-algorithm for convex optimization

18 Apr 2020Darina DvinskikhDmitry KamzolovAlexander GasnikovPavel DvurechenskyDmitry PasechnykVladislav MatykhinAlexei Chernov

We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing smooth functions with Lipschitz derivatives of an arbitrary order, as well as for smooth minimax optimization problems... (read more)

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