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Dynamic smoothness parameter for fast gradient methods

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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    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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