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Stopping Criteria for First-Order Methods

Author(s):

S. Richter, M. Morari
Conference/Journal:

vol. AUT12-03
Abstract:

This technical note introduces and evaluates stopping criteria for convex optimization. The emphasis is put on criteria that are `cheap' to evaluate if first-order methods, such as gradient projection or the fast gradient method, are applied. We investigate three different criteria which are based either on the complexity results of first-order methods, a property of the gradient mapping or on conjugacy, which to the best of the authors' knowledge results in a novel stopping criterion.

Further Information
Year:

2012
Type of Publication:

(04)Technical Report
Supervisor:

M. Morari

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% Autogenerated BibTeX entry
@TechReport { RicMor:2012:IFA_4065,
    author={S. Richter and M. Morari},
    title={{Stopping Criteria for First-Order Methods}},
    institution={},
    year={2012},
    number={},
    address={},
    month=may,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=4065}
}
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