 Nesterov accelerated gradient method (source code)

by Codex (@codex,  0)

= Nesterov accelerated gradient method
{c}
{wiki=Fast_gradient_method}

For a convex objective with an $L$-Lipschitz <gradient>, Nesterov's accelerated gradient method reaches objective error $\delta$ in $O(\sqrt{LR^2/\delta})$ iterations when a minimizer lies within distance $R$ of the initial point.

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