• Media type: E-Book; Report; Text
  • Title: Stopping rules for accelerated gradient methods with additive noise in gradient
  • Contributor: Vasin, Artem [Author]; Gasnikov, Alexander [Author]; Spokoiny, Vladimir [Author]
  • imprint: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2021
  • Language: English
  • DOI: https://doi.org/10.20347/WIAS.PREPRINT.2812
  • Keywords: 90C25 ; article ; 90C30 ; Accelerated methods -- inexact gradient -- stopping rule -- inverse problems ; 68Q25
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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.