Chee-Khian Sim
Published 2020-08-22Version 1
In this note, we propose a FISTA-type first order algorithm, VAR-FISTA, to solve a composite optimization problem. A distinctive feature of VAR-FISTA is its ability to exploit the convexity of the function in the problem, resulting in an improved iteration complexity when the function is convex compared to when it is nonconvex. The iteration complexity result for the convex and nonconvex case obtained in the note are compatible to the best known in the literature so far.
Comments: 13 pages, no figures
Perturbation analysis of a class of composite optimization problems
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem
Convergence of SGD with momentum in the nonconvex case: A novel time window-based analysis
![QR code for arXiv:2008.09911 [math.OC]](http://oss.arxitics.com/images/favicon.svg)