Posted: 2016-03-05
, Modified: 2016-03-05
Tags: gradient
Questions
- Lanczos method
- Chebyshev approach
- Lower bound
- Dependence on dimension?
- Ellipsoid method
References
Keywords: accelerated gradient descent, Chebyshev polynomials, mirror descent
- http://blog.mrtz.org/2013/09/07/the-zen-of-gradient-descent.html
- https://en.wikipedia.org/wiki/Chebyshev_polynomials
- http://people.csail.mit.edu/zeyuan/publications.htm
- https://blogs.princeton.edu/imabandit/2013/04/01/acceleratedgradientdescent/
- https://blogs.princeton.edu/imabandit/2015/06/30/revisiting-nesterovs-acceleration/
- https://www.cs.cmu.edu/~ggordon/10725-F12/slides/09-acceleration.pdf
- http://statweb.stanford.edu/~candes/math301/Lectures/acc_nesterov.pdf
- http://www.asc.tuwien.ac.at/~winfried/teaching/106.079/SS2011/downloads/script-p-046-060.pdf
- http://msekce.karlin.mff.cuni.cz/~strakos/download/2012_GerStr.pdf