Optimization of Smooth and Strongly Convex Functions


A. Proof of Lemma 1 We need the following lemma that characterizes the property of the extra-gradient descent. Lemma 8 (Lemma 3.1 in (Nemirovski, 2005)). Let Z be a convex compact set in Euclidean space E with inner product 〈·, ·〉, let ‖ · ‖ be a norm on E and ‖ · ‖∗ be its dual norm, and let ω(z) : Z 7→ R be a α-strongly convex function with respect to… (More)


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