FLAG n' FLARE: Fast Linearly-Coupled Adaptive Gradient Methods

26 May 2016Xiang ChengFarbod Roosta-KhorasaniStefan PalomboPeter L. BartlettMichael W. Mahoney

We consider first order gradient methods for effectively optimizing a composite objective in the form of a sum of smooth and, potentially, non-smooth functions. We present accelerated and adaptive gradient methods, called FLAG and FLARE, which can offer the best of both worlds... (read more)

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