Journal article, 2020
Robust accelerated gradient methods for smooth strongly convex functions
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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