作者
Anatoli Juditsky, Yuri Nesterov
发表日期
2014/9
期刊
Stochastic Systems
卷号
4
期号
1
页码范围
44-80
出版商
INFORMS
简介
We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the performance of these algorithms and design methods which are adaptive with respect to the parameters of strong or uniform convexity of the objective: in the case when the total number of iterations N is fixed, their accuracy coincides, up to a logarithmic in N factor with the accuracy of optimal algorithms.
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