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arxiv: 1902.09181 · v2 · pith:366TC33Vnew · submitted 2019-02-25 · 🧮 math.OC

A New Exact Worst-Case Linear Convergence Rate of the Proximal Gradient Method

classification 🧮 math.OC
keywords convergencegradientlemmalinearproximalratedescentexact
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In this note, we establish a new exact worst-case linear convergence rate of the proximal gradient method in terms of the proximal gradient norm, which complements the recent results in [1] and implies a refined descent lemma.descent lemma. Based on the new lemma, we improve the linear convergence rate of the objective function accuracy under the Polyak-Lojasiewicz inequality.

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