From error bounds to the complexity of first-order descent methods for convex functions - Bolte, Jérôme; Nguyen, Trong Phong; Peypouquet, Juan; Suter, Bruce W. (Mathematical programming, 2017)
Keywords: Calculus of Variations and Optimal Control; Optimization; Combinatorics; Complexity; Constants; Convex analysis; Descent; Equivalence; Errors; Full Length Paper; Globalization; Inequalities; Iterative methods; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Mathematics of Computing; Methods; Numerical Analysis; Regularization; Shrinkage; Theoretical; Convex minimization; Complexity of first-order methods; 65K05; 90C25; LASSO; Error bounds; 90C06; KL inequality; 90C60; Forward-backward method; Compressed sensing