Tight Convergence Rate in Subgradient Norm of the Proximal Point Algorithm

Proximal point algorithm has found many applications, and it has been playing fundamental roles in the understanding, design, and analysis of many first-order methods. In this paper, we derive the tight convergence rate in subgradient norm of the proximal point algorithm, which was conjectured by Ta...

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Hauptverfasser:	Gu, Guoyong, Yang, Junfeng
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Optimization and Control
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