Mert Gürbüzbalaban

Journal article, 2020

Robust accelerated gradient methods for smooth strongly convex functions


Necdet Serhat Aybat, Alireza Fallah, Mert Gürbüzbalaban, Asuman Ozdaglar

SIAM Journal on Optimization, 30(1), pp. 717–751, 2020.

In brief

Analyzes accelerated gradient methods under inexact gradients through a robustness measure (asymptotic noise amplification), proves a Heisenberg-like trade-off — the product of speed and robustness is bounded below — and designs parameters on the resulting Pareto frontier, obtaining methods that retain acceleration while controlling noise amplification.

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Cite
@article{aybat2020robust,
  title   = {Robust accelerated gradient methods for smooth strongly convex functions},
  author  = {Necdet Serhat Aybat and Alireza Fallah and Mert Gürbüzbalaban and Asuman Ozdaglar},
  year    = {2020},
  journal = {SIAM Journal on Optimization},
  volume  = {30(1)},
  pages   = {717--751},
  doi     = {10.1137/19M1244925},
}

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