5 citations · 6 across the 4 of their papers we have counts for
4 papers · 1 filter
Perturbed Fenchel duality and first-order methods
David H. Gutman, Javier F. Peña
We show that the iterates generated by a generic first-order meta-algorithm satisfy a canonical perturbed Fenchel duality inequality. The latter in turn readily yields a unified de…
Enhanced Basic Procedures for the Projection and Rescaling Algorithm
David H. Gutman
Using an efficient algorithmic implementation of Caratheodory's theorem, we propose three enhanced versions of the Projection and Rescaling algorithm's basic procedures each of whi…
The condition of a function relative to a polytope
David H. Gutman, Javier F. Pena
The condition number of a smooth convex function, namely the ratio of its smoothness to strong convexity constants, is closely tied to fundamental properties of the function. In pa…
Convergence rates of proximal gradient methods via the convex conjugate
David H. Gutman, Javier F. Pena
We give a novel proof of the and convergence rates of the proximal gradient and accelerated proximal gradient methods for composite convex minimization. The cru…