Fast optimization via inertial dynamics with closed-loop damping

H Attouch, RI Boţ, ER Csetnek - Journal of the European Mathematical …, 2022 - ems.press
In a real Hilbert space H, in order to develop fast optimization methods, we analyze the
asymptotic behavior, as time t tends to infinity, of a large class of autonomous dissipative …

Fast convex optimization via inertial dynamics combining viscous and Hessian-driven damping with time rescaling

H Attouch, A Balhag, Z Chbani, H Riahi - arXiv preprint arXiv:2009.07620, 2020 - arxiv.org
In a Hilbert setting, we develop fast methods for convex unconstrained optimization. We rely
on the asymptotic behavior of an inertial system combining geometric damping with …

Fast convex optimization via inertial dynamics with Hessian driven damping

H Attouch, J Peypouquet, P Redont - Journal of Differential Equations, 2016 - Elsevier
We first study the fast minimization properties of the trajectories of the second-order
evolution equation x¨(t)+ α tx˙(t)+ β∇ 2 Φ (x (t)) x˙(t)+∇ Φ (x (t))= 0, where Φ: H→ R is a …

A second-order gradient-like dissipative dynamical system with hessian-driven damping.: Application to optimization and mechanics

F Alvarez, H Attouch, J Bolte, P Redont - Journal de mathématiques pures …, 2002 - Elsevier
Given H a real Hilbert space and Φ: H→ R a smooth C 2 function, we study the dynamical
inertial system [Formula: see text] where α and β are positive parameters. The inertial term x …

Fast convex optimization via time scaling of damped inertial gradient dynamics

H Attouch, Z Chbani, H Riahi - 2019 - hal.science
In a Hilbert space setting, in order to develop fast first-order methods for convex optimization,
we study the asymptotic convergence properties (t→+∞) of the trajectories of the inertial …

First-order optimization algorithms via inertial systems with Hessian driven damping

H Attouch, Z Chbani, J Fadili, H Riahi - Mathematical Programming, 2022 - Springer
In a Hilbert space setting, for convex optimization, we analyze the convergence rate of a
class of first-order algorithms involving inertial features. They can be interpreted as discrete …

Convergence of iterates for first-order optimization algorithms with inertia and Hessian driven damping

H Attouch, Z Chbani, J Fadili, H Riahi - Optimization, 2023 - Taylor & Francis
In a Hilbert space setting, for convex optimization, we show the convergence of the iterates
to optimal solutions for a class of accelerated first-order algorithms. They can be interpreted …

Asymptotic stabilization of inertial gradient dynamics with time-dependent viscosity

H Attouch, A Cabot - Journal of Differential Equations, 2017 - Elsevier
In a Hilbert space H, we study the asymptotic behavior, as time variable t goes to+∞, of
nonautonomous gradient-like inertial dynamics, with a time-dependent viscosity coefficient …

Fast convergence of inertial dynamics and algorithms with asymptotic vanishing viscosity

H Attouch, Z Chbani, J Peypouquet… - Mathematical Programming, 2018 - Springer
In a Hilbert space setting H, we study the fast convergence properties as t→+∞ of the
trajectories of the second-order differential equation x¨(t)+ α tx˙(t)+∇ Φ (x (t))= g (t), where∇ …

Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics

H Attouch, Z Chbani, J Fadili, H Riahi - Journal of Optimization Theory and …, 2022 - Springer
In this paper, we propose in a Hilbertian setting a second-order time-continuous dynamic
system with fast convergence guarantees to solve structured convex minimization problems …