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arXiv · 1902.09181

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

Xiaoya Zhang·Hui Zhang
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Abstract

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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Xiaoya Zhang, Hui Zhang. 2019-02-25. A New Exact Worst-Case Linear Convergence Rate of the Proximal Gradient Method. https://arxiv.org/abs/1902.09181

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