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We provide a novel accelerated first-order method that achieves the asymptotically optimal convergence rate for smooth functions in the first-order oracle model.
The extragradient method for finding saddle points and other problems
G. M. Korpelevich · 1977
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Problem complexity and method efficiency in optimization
Arkadii Nemirovskii and David Borisovich Yudin · 1983
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A method of solving a convex programming problem with convergence rate O ( 1 / k 2 ) O(1/k^{2})
Yurii Nesterov · 1983
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Optimal methods of smooth convex minimization
Arkadi S Nemirovski and Yurii Evgen’evich Nesterov · 1985
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Solving Ordinary Differential Equations I (2nd Revised. Ed.): Nonstiff Problems
E Hairer, SP Nørsett, and G Wanner · 1993
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Lectures on modern convex optimization: Analysis, algorithms, and engineering applications
Aharon Ben-Tal and Arkadi Nemirovski · 2001
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Prox-method with rate of convergence O ( 1 / t ) O(1/t) for variational inequalities with Lipschitz continuous monotone operators and smooth convex-concave saddle point problems
Arkadi Nemirovski · 2004
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Introductory Lectures on Convex Programming Volume: A Basic course
Yurii Nesterov · 2004
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Nearly-linear time algorithms for graph partitioning, graph sparsification, and solving linear systems
Daniel A. Spielman and Shang-Hua Teng · 2004
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Excessive gap technique in nonsmooth convex minimization
Yurii Nesterov · 2005
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Smooth minimization of non-smooth functions
Yurii Nesterov · 2005
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Accelerating the cubic regularization of Newton’s method on convex problems
Yurii Nesterov · 2008
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On accelerated proximal gradient methods for convex-concave optimization, 2008
Paul Tseng · 2008
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Rahul Jain, Zhengfeng Ji, Sarvagya Upadhyay, and John Watrous · 2011
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Guanghui Lan · 2011
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A simple, combinatorial algorithm for solving SDD systems in nearly-Linear time
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A new approach to computing maximum flows using electrical flows
Yin Tat Lee, Satish Rao, and Nikhil Srivastava · 2013
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First-order methods of smooth convex optimization with inexact oracle
Olivier Devolder, François Glineur, and Yurii Nesterov · 2014
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Moritz Hardt · 2014
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An almost-linear-time algorithm for approximate max flow in undirected graphs, and its multicommodity generalizations
Jonathan A. Kelner, Yin Tat Lee, Lorenzo Orecchia, and Aaron Sidford · 2014
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A differential equation for modeling nesterov’s accelerated gradient method: Theory and insights
Weijie Su, Stephen Boyd, and Emmanuel Candes · 2014
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A geometric alternative to Nesterov’s accelerated gradient descent
Sébastien Bubeck, Yin Tat Lee, and Mohit Singh · 2015
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A variational perspective on accelerated methods in optimization
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