dmivilensky / Adaptive-relatively-smooth-optimization

We introduce the new concept of (α,L,δ)-relative smoothness (see https://arxiv.org/pdf/2107.05765.pdf) which covers both the concept of relative smoothness and relative Lipschitz continuity. For the corresponding class of problems, we propose some adaptive and universal methods which have optimal estimates of the convergence rate.

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We introduce the new concept of (α,L,δ)-relative smoothness (see https://arxiv.org/pdf/2107.05765.pdf) which covers both the concept of relative smoothness and relative Lipschitz continuity. For the corresponding class of problems, we propose some adaptive and universal methods which have optimal estimates of the convergence rate.


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