Antonio, Frangioni and Bernard, Gendron and Gorgone, Enrico (2017) Dynamic smoothness parameter for fast gradient methods. Technical Report del Dipartimento di Informatica . University of Pisa, Pisa, IT. (Submitted)
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Official URL: http://www.di.unipi.it/ricerca/TR/
Abstract
We present and computationally evaluate a variant of the fast gradient method by Nesterov that is capable of exploiting information, even if approximate, about the optimal value of the problem. This information is available in some applications, among which the computation of bounds for hard integer programs. We show that dynamically changing the smoothness parameter of the algorithm using this information results in a better convergence profile of the algorithm in practice.
| Item Type: | Book |
|---|---|
| Uncontrolled Keywords: | Fast gradient method, Lagrangian relaxation |
| Subjects: | Area01 - Scienze matematiche e informatiche > MAT/09 - Ricerca operativa |
| Divisions: | Dipartimenti (until 2012) > DIPARTIMENTO DI INFORMATICA |
| Depositing User: | Prof. Antonio Frangioni |
| Date Deposited: | 10 Mar 2017 10:43 |
| Last Modified: | 10 Mar 2017 10:43 |
| URI: | http://eprints.adm.unipi.it/id/eprint/2366 |
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