/InterRel

Research of Intermediate Gradient Methods with relative inexactness in gradient

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InterRel

This is the repository for the article

We study behaviour of Intermediate Gradient Methods with relative inexactness in gradient. More specifically, we show performance of ISTM and AIM which we proposed in the article.

The experiments are divided into two main parts. In the first part, we demonstrate the results of the algorithms and compare them on a particular problem. This part is more practice oriented. These experiments can be found in folder Numerical exps.

In the second part, we use the Performance Estimation Problem (PEP) technique to validate our theory and show that the estimates obtained for ISTM in the paper are tight. These experiments can be found in file PEP_ISTM.ipynb. Calculated by MOSEK solver data is located in folder Data .

For a more detailed description of the experiments and PEP technique, we refer to our article.