COMPLEXITY OF FIRST-ORDER METHODS FOR DIFFERENTIABLE CONVEX OPTIMIZATION

AUTOR(ES)

Gonzaga, Clóvis C., Karas, Elizabeth W.

FONTE

Pesqui. Oper.

DATA DE PUBLICAÇÃO

2014-12

RESUMO

This is a short tutorial on complexity studies for differentiable convex optimization. A complexity study is made for a class of problems, an "oracle" that obtains information about the problem at a given point, and a stopping rule for algorithms. These three items compose a scheme, for which we study the performance of algorithms and problem complexity. Our problem classes will be quadratic minimization and convex minimization in ℝn. The oracle will always be first order. We study the performance of steepest descent and Krylov spacemethods for quadratic function minimization and Nesterov’s approach to the minimization of differentiable convex functions.

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