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NESUN

swMATH ID: 28733
Software Authors: Nesterov, Yu
Description: NESUN - Nesterov’s universal gradient method: Universal gradient methods for convex optimization problems. In this paper, we present new methods for black-box convex minimization. They do not need to know in advance the actual level of smoothness of the objective function. Their only essential input parameter is the required accuracy of the solution. At the same time, for each particular problem class they automatically ensure the best possible rate of convergence. We confirm our theoretical results by encouraging numerical experiments, which demonstrate that the fast rate of convergence, typical for the smooth optimization problems, sometimes can be achieved even on nonsmooth problem instances.
Homepage: https://link.springer.com/article/10.1007%2Fs10107-014-0790-0
Keywords: convex optimization; black-box methods; complexity bounds; optimal methods; weakly smooth functions
Related Software: LIBSVM; TFOCS; ElemStatLearn; UNLocBoX; Saga; AdaGrad; TensorFlow; Algorithm 566; OSGA; Wasserstein GAN; Finito; Adam; PyTorch; iPiano; SCAFFOLD; BRENT; MLbase; GALAHAD; UCI-ml; PESTO
Referenced in: 50 Publications
all top 5

Referenced by 88 Authors

14 Gasnikov, Alexander V.
8 Dvurechensky, Pavel E.
8 Nesterov, Yurii
6 Ahookhosh, Masoud
3 d’Aspremont, Alexandre
3 Neumaier, Arnold
3 Stonyakin, Fedor Sergeevich
2 Alkousa, Mohammad S.
2 Diakonikolas, Jelena
2 Drusvyatskiy, Dmitriy
2 Dvinskikh, Darina
2 Guminov, Sergey
2 Ito, Masaru
2 Jordan, Michael Irwin
2 Lei, Lihua
2 Orecchia, Lorenzo
2 Richtárik, Peter
2 Titov, Alexander A.
1 Absil, Pierre-Antoine
1 Agafonov, Artem
1 Anikin, Anton S.
1 Artamonov, Sergeĭ Yurievich
1 Bach, Francis R.
1 Baimurzina, D. R.
1 Berger, Guillaume O.
1 Cartis, Coralia
1 Chen, Yunmei
1 Davis, Damek
1 Dolgopolik, Maxim Vladimirovich
1 Ershov, Egor Ivanovich
1 Fadili, Jalal M.
1 Fukuda, Mituhiro
1 Gasnikova, E. V.
1 Gillis, Nicolas
1 Gorbunov, Eduard
1 Gornov, Aleksandr Yur’evich
1 Gould, Nick I. M.
1 Grapiglia, Geovani Nunes
1 Guzmán, Cristóbal
1 Hanzely, Filip
1 Hien, Le Thi Khanh
1 Ho, Chin Pang
1 Horváth, Samuel
1 Hu, Yaohua
1 Jaggi, Martin
1 Jungers, Raphaël M.
1 Kabanikhin, Sergeĭ Igorevich
1 Kamzolov, Dmitry
1 Kočvara, Michal
1 Krutikov, Vladimir Nikolaevich
1 Kubentaeva, M. B.
1 Lagunovskaya, A. A.
1 Lan, Guanghui
1 Lee, Soomin
1 Li, Gongnong
1 Ma, Yi
1 Matyukhin, Vladislav
1 Meshechkin, Vladimir V.
1 Molinari, Cesare
1 Nedić, Angelia
1 Novikov, Nikita S.
1 Ouyang, Yuyuan
1 Paquette, Courtney
1 Park, Jongho
1 Parpas, Panos
1 Pasechnyuk, Dmitry
1 Patrinos, Panagiotis
1 Piskunova, Victorya
1 Renegar, James
1 Rodomanov, Anton
1 Roulet, Vincent
1 Samoilenko, Natalya Sergeevna
1 Scieur, Damien
1 Shibaev, Innokentiy
1 Shishlenin, Maxim Aleksandrovich
1 Silveti-Falls, Antonio
1 Song, Chaobing
1 Stich, Sebastian U.
1 Toint, Philippe L.
1 Tyurin, A. I.
1 Tyurin, Alexander
1 Uribe, César A.
1 Vasin, Artem
1 Xia, Yu
1 Xiao, Lin
1 Yashtini, Maryam
1 Yip, Tsz Leung
1 Yu, Carisa Kwok Wai

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