Dual space preconditioning for gradient descent
The conditions of relative smoothness and relative strong convexity were recently introduced for the analysis of Bregman gradient methods for convex optimization. We introduce a generalized left-preconditioning method for gradient descent and show that its convergence on an essentially smooth convex...
Main Authors: | , , , |
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Format: | Journal article |
Language: | English |
Published: |
Society for Industrial and Applied Mathematics
2021
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