@techreport{xiao2019efficiency,
author = {Xiao, Lin},
title = {Efficiency of Line Search in Proximal Gradient Methods},
institution = {Microsoft},
year = {2019},
month = {November},
abstract = {Line search methods are very effective in practice for speeding up first-order methods for minimizing smooth functions. The step size found by a line-search procedure during each iteration can be regarded as the reciprocal of a local Lipschitz constant. We show that the convergence speed of first-order methods equipped with a simple line-search procedure depends on the harmonic mean of the local Lipschitz constants.},
url = {http://approjects.co.za/?big=en-us/research/publication/efficiency-of-line-search-in-proximal-gradient-methods/},
number = {MSR-TR-2019-28},
}