Convergence Rates of Gradient Methods for Convex Optimization in the Space of Measures

We study the convergence rate of Bregman gradient methods for convex optimization in the space of measures on a $d$-dimensional manifold. Under basic regularity assumptions, we show that the suboptimality gap at iteration $k$ is in $O(\log (k)k^{-1})$ for multiplicative updates, while it is in $O(k^...

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Bibliographic Details
Main Author: Chizat, Lénaïc
Format: Article
Language:English
Published: Université de Montpellier 2023-01-01
Series:Open Journal of Mathematical Optimization
Subjects:
Online Access:https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.20/

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