Rapid: Rapidly accelerated proximal gradient algorithms for convex minimization
Rapid: Rapidly accelerated proximal gradient algorithms for convex minimization
In this paper, we propose a new algorithm to speed-up the convergence of accelerated proximal gradient (APG) methods. In order to minimize a convex function ƒ(x), our algorithm introduces a simple line search step after each proximal gradient step in APG so that a biconvex function ƒ(θx) is minimized over …