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math.OC2022
Accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient
Zhaosong Lu, Sanyou Mei
In this paper we develop accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient (LLCG), which is beyond the well-studied class of convex…
math.OC2022
Primal-dual extrapolation methods for monotone inclusions under local Lipschitz continuity
Zhaosong Lu, Sanyou Mei
In this paper we consider a class of monotone inclusion (MI) problems of finding a zero of the sum of two monotone operators, in which one operator is maximal monotone while the ot…