• Media type: Text; Report; E-Book
  • Title: Stopping rules for accelerated gradient methods with additive noise in gradient
  • Contributor: Vasin, Artem [Author]; Gasnikov, Alexander [Author]; Spokoiny, Vladimir [Author]
  • imprint: Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2021
  • Issue: published Version
  • Language: English
  • DOI: https://doi.org/10.34657/8568; https://doi.org/10.20347/WIAS.PREPRINT.2812
  • ISSN: 2198-5855
  • Keywords: inexact gradient ; inverse problems ; stopping rule ; Accelerated methods
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  • Description: In this article, we investigate an accelerated first-order method, namely, the method of similar triangles, which is optimal in the class of convex (strongly convex) problems with a Lipschitz gradient. The paper considers a model of additive noise in a gradient and a Euclidean prox- structure for not necessarily bounded sets. Convergence estimates are obtained in the case of strong convexity and its absence, and a stopping criterion is proposed for not strongly convex problems.
  • Access State: Open Access