Abstract
This technical note introduces and evaluates stopping criteria for convex optimization. The emphasis is put on criteria that are `cheap' to evaluate if first-order methods, such as gradient projection or the fast gradient method, are applied. We investigate three different criteria which are based either on the complexity results of first-order methods, a property of the gradient mapping or on conjugacy, which to the best of the authors' knowledge results in a novel stopping criterion. Show more
Publication status
publishedJournal / series
Technical ReportVolume
Publisher
ETH Zürich, Institut für AutomatikOrganisational unit
03416 - Morari, Manfred (emeritus)
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ETH Bibliography
yes
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