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On Some Works of Boris Teodorovich Polyak on the Convergence of Gradient Methods and Their Development.

Authors :
Ablaev, S. S.
Beznosikov, A. N.
Gasnikov, A. V.
Dvinskikh, D. M.
Lobanov, A. V.
Puchinin, S. M.
Stonyakin, F. S.
Source :
Computational Mathematics & Mathematical Physics. Apr2024, Vol. 64 Issue 4, p635-675. 41p.
Publication Year :
2024

Abstract

The paper presents a review of the current state of subgradient and accelerated convex optimization methods, including the cases with the presence of noise and access to various information about the objective function (function value, gradient, stochastic gradient, higher derivatives). For nonconvex problems, the Polyak–Lojasiewicz condition is considered and a review of the main results is given. The behavior of numerical methods in the presence of a sharp minimum is considered. The aim of this review is to show the influence of the works of B.T. Polyak (1935–2023) on gradient optimization methods and their surroundings on the modern development of numerical optimization methods. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09655425
Volume :
64
Issue :
4
Database :
Academic Search Index
Journal :
Computational Mathematics & Mathematical Physics
Publication Type :
Academic Journal
Accession number :
177743639
Full Text :
https://doi.org/10.1134/S0965542524700076