Abstract:
We propose a new way of justifying the accelerated gradient sliding of G. Lan, which allows one to extend the sliding technique to a combination of an accelerated gradient method with an accelerated variance reduction method. New optimal estimates for the solution of the problem of minimizing a sum of smooth strongly convex functions with a smooth regularizer are obtained.
Keywords:accelerated gradient sliding of G. Lan, accelerated variance reduction methods, smooth strongly convex functions.
UDC:
519.853.62
Presented:Yu. G. Evtushenko Received: 20.03.2020 Revised: 26.03.2020 Accepted: 03.04.2020