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Accelerated gradient sliding and variance reduction · Around

2019

Accelerated gradient sliding and variance reduction

Dvinskikh, Darina, Omelchenko, Sergey, Tyurin, Alexander et al.

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We consider sum-type strongly convex optimization problem (first term) with smooth convex not proximal friendly composite (second term).

We show that the complexity of this problem can be split into optimal number of incremental oracle calls for the first (sum-type) term and optimal number of oracle calls for the second (composite) term.
Here under `optimal number' we mean estimate that corresponds to the well known lower bound in the absence of another term.

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G. Lan, Z. Li, Y. Zhou
Original
1905
Earlier work this paper cites.
K. Mishchenko, P. Richtarik
Original
1905
Earlier work this paper cites.
E. Hazan
Original
1909
Earlier work this paper cites.
A. Beznosikov, E. Gorbunov, A. Gasnikov
Original
1911
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A. Ivanova, D. Grishchenko, A. Gasnikov, E. Shulgin
Original
1911
Earlier work this paper cites.
Yu. Nesterov
2005
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