Gradient methods for minimizing composite objective function

@inproceedings{Nesterov2007GradientMF,
  title={Gradient methods for minimizing composite objective function},
  author={Yu. V. Nesterov},
  year={2007}
}
In this paper we analyze several new methods for solving optimization problems with the objective function formed as a sum of two convex terms: one is smooth and given by a black-box oracle, and another is general but simple and its structure is known. Despite to the bad properties of the sum, such problems, both in convex and nonconvex cases, can be solved with efficiency typical for the good part of the objective. For convex problems of the above structure, we consider primal and dual… CONTINUE READING
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