Gradient Methods for Problems with Inexact Model of the Objective
Authors: Fedor Stonyakin, Darina Dvinskikh, Pavel Dvurechensky, Alexey Kroshnin, Olesya Kuznetsova, Artem Agafonov, Alexander Gasnikov, Alexander Tyurin, César A. Uribe, Dmitry Pasechnyuk, Sergei Artamonov
AI-generated Key Points
- The paper presents optimization methods for convex minimization problems under inexact information on the objective function.
- The authors introduce an inexact model of the objective, including $(\delta,L)$ inexact oracle and relative smoothness condition as particular cases.
- They analyze a gradient method that uses this inexact model and obtain convergence rates for both convex and strongly convex problems.
- The authors consider three specific problems to demonstrate the potential applications of their general framework: clustering by electoral model, approximating optimal transport distance using Proximal Sinkhorn algorithm, and approximating optimal transport barycenter using Proximal Iterative Bregman Projections algorithm.
- The practical performance of their algorithms is illustrated through numerical experiments, showing that they perform well compared to existing state-of-the-art methods.
- This paper provides valuable insights into optimization methods for convex minimization problems under inexact information on the objective function with potential applications across various fields such as machine learning, data analysis, image processing, and other areas where efficient optimization techniques are needed.
Abstract: We consider optimization methods for convex minimization problems under inexact information on the objective function. We introduce inexact model of the objective, which as a particular cases includes $(\delta,L)$ inexact oracle and relative smoothness condition. We analyze gradient method which uses this inexact model and obtain convergence rates for convex and strongly convex problems. To show potential applications of our general framework we consider three particular problems. The first one is clustering by electorial model introduced in [Nesterov, 2018]. The second one is approximating optimal transport distance, for which we propose a Proximal Sinkhorn algorithm. The third one is devoted to approximating optimal transport barycenter and we propose a Proximal Iterative Bregman Projections algorithm. We also illustrate the practical performance of our algorithms by numerical experiments.
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