Collection Nexus Trimester - 2016 - Inference Problems Theme
Organisateur(s)
Date(s)
04/05/2024
An Optimal Affine Invariant Smooth Minimization Algorithm
We formulate an affine invariant implementation of the algorithm in (Nesterov, 1983). We show that the complexity bound is then proportional to an affine invariant regularity constant defined with respect to the Minkowski gauge of the feasible set. Joint work with Cristóbal Guzmán and Martin Jaggi.
