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Operations Research Transactions >

2021 , Vol. 25 >Issue 1: 96 - 106

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2021.01.009

Optimizing first-order methods for smooth convex minimization of gradient Q-linearly convergence

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  • 1. School of Information Engineering, Huainan Union University, Huainan 232038, Anhui, China
    2. College of Sciences, Shanghai University, Shanghai 200444, China

Received date: 2019-03-18

  Online published: 2021-03-05

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Abstract

Inspired by the performance estimation problem (PEP) method, this paper optimizes the step size of the first order method of smooth convex minimization that the gradient corresponding to the iteration point satisfies Q-convergence by examining the worst case convergence boundary (i.e. efficiency) of the cost function. This paper introduces a new and effective first-order method called QGM, which has an effective computation form similar to the optimized gradient method (OGM).

Key words： first-order methods; smooth convex minimization; gradient method

Cite this article

Jiaqing YE, Qianzhu CHEN, Haiping HU . Optimizing first-order methods for smooth convex minimization of gradient Q-linearly convergence[J]. Operations Research Transactions, 2021 , 25(1) : 96 -106 . DOI: 10.15960/j.cnki.issn.1007-6093.2021.01.009

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