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Exact rate of Nesterov Scheme

By Charles Dossal

Appears in collection : 2019 - T1 - WS1 - Variational methods and optimization in imaging

In 1984 Nesterov proposed an inertial gradient scheme to minimize convex functions which ensures a $1/n^2$ decay rate. In this talk, we give the exact decay rate of this scheme depending on the geometrical properties of the function to minimize.

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