An Accelerated Hybrid Proximal Extragradient Method for Convex Optimization and Its Implications to Second-Order Methods

@article{Monteiro2013AnAH,
  title={An Accelerated Hybrid Proximal Extragradient Method for Convex Optimization and Its Implications to Second-Order Methods},
  author={R. Monteiro and B. Svaiter},
  journal={SIAM J. Optim.},
  year={2013},
  volume={23},
  pages={1092-1125}
}
This paper presents an accelerated variant of the hybrid proximal extragradient (HPE) method for convex optimization, referred to as the accelerated HPE (A-HPE) framework. Iteration-complexity results are established for the A-HPE framework, as well as a special version of it, where a large stepsize condition is imposed. Two specific implementations of the A-HPE framework are described in the context of a structured convex optimization problem whose objective function consists of the sum of a… Expand
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