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Revisiting the Polyak step size

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arxiv 1905.00313 v2 pith:E4JF2PAA submitted 2019-05-01 math.OC

Revisiting the Polyak step size

classification math.OC
keywords parameterspolyaksizestepa-prioryalgorithmattainsconvergence
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This paper revisits the Polyak step size schedule for convex optimization problems, proving that a simple variant of it simultaneously attains near optimal convergence rates for the gradient descent algorithm, for all ranges of strong convexity, smoothness, and Lipschitz parameters, without a-priory knowledge of these parameters.

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Cited by 11 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

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