Mathematics > Optimization and Control
[Submitted on 4 Oct 2022]
Title:Two Polyak-Type Step Sizes for Mirror Descent
View PDFAbstract:We propose two Polyak-type step sizes for mirror descent and prove their convergences for minimizing convex locally Lipschitz functions. Both step sizes, unlike the original Polyak step size, do not need the optimal value of the objective function.
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