An Optimal Affine Invariant Smooth Minimization Algorithm.

  • TITLE: An Optimal Affine Invariant Smooth Minimization Algorithm

  • AUTHORS: Alexandre d'Aspremont, Cristóbal Guzmán, Martin Jaggi

  • ABSTRACT: We formulate an affine invariant implementation of the algorithm in (Nesterov, 1983). We show that the complexity bound is then proportional to an affine invariant regularity constant defined with respect to the Minkowski gauge of the feasible set.

  • STATUS: Preprint.

  • ArXiv PREPRINT: 1301.0465

  • PAPER: An Optimal Affine Invariant Smooth Minimization Algorithm in pdf