Proximal Point Method - Polyak-type step size
This note shows that the proximal point method can converge linearly when we choose the proximal parameter according to the function value gap \(f(x_k) - f^\...
This note shows that the proximal point method can converge linearly when we choose the proximal parameter according to the function value gap \(f(x_k) - f^\...
Hello everyone, thanks for visiting my notes page. I’ve long wanted to write down the things I learn and discover, but I never quite got around to starting—u...