Towards a Theory of Long-Step Algorithms for Large Scale Optimization

reportActive / Technical Report | Accesssion Number: AD1153818 | Open PDF

Abstract:

This research achieved its goal to study the design of large steps first-order methods by exploiting the geometry or the regularity of the problems. New algorithms for optimization were developed, complexity analysis were completed and new geometries were explored for the previously developed No Lips algorithm, an instance of the Bregman method, which has been exploited by the optimization community. This research generated 15 articles and has already garnered more than 250 Google Scholar citations. The final report attached references section has links to the produced articles which provide additional details beyond the overview contained within the final report.

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