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 …

From the Ravine method to the Nesterov method and vice versa: a dynamical system perspective

H Attouch, J Fadili - SIAM Journal on Optimization, 2022 - SIAM
We revisit the Ravine method of Gelfand and Tsetlin from a dynamical system perspective,
study its convergence properties, and highlight its similarities and differences with the …

Fast convex optimization via time scale and averaging of the steepest descent

H Attouch, R Ioan Boţ… - Mathematics of Operations …, 2024 - pubsonline.informs.org
In a Hilbert setting, we develop a gradient-based dynamic approach for fast solving convex
optimization problems. By applying time scaling, averaging, and perturbation techniques to …

Inertial proximal gradient methods with Bregman regularization for a class of nonconvex optimization problems

Z Wu, C Li, M Li, A Lim - Journal of Global Optimization, 2021 - Springer
This paper proposes an inertial Bregman proximal gradient method for minimizing the sum
of two possibly nonconvex functions. This method includes two different inertial steps and …

Solving convex optimization problems via a second order dynamical system with implicit Hessian damping and Tikhonov regularization

SC László - Computational Optimization and Applications, 2024 - Springer
This paper deals with a second order dynamical system with a Tikhonov regularization term
in connection to the minimization problem of a convex Fréchet differentiable function. The …

Gradient Norm Minimization of Nesterov Acceleration:

S Chen, B Shi, Y Yuan - arXiv preprint arXiv:2209.08862, 2022 - arxiv.org
In the history of first-order algorithms, Nesterov's accelerated gradient descent (NAG) is one
of the milestones. However, the cause of the acceleration has been a mystery for a long …

On the effect of perturbations in first-order optimization methods with inertia and Hessian driven damping

H Attouch, J Fadili, V Kungurtsev - arXiv preprint arXiv:2106.16159, 2021 - arxiv.org
Second-order continuous-time dissipative dynamical systems with viscous and Hessian
driven damping have inspired effective first-order algorithms for solving convex optimization …

On the strong convergence of the trajectories of a Tikhonov regularized second order dynamical system with asymptotically vanishing damping

SC László - Journal of Differential Equations, 2023 - Elsevier
This paper deals with a second order dynamical system with vanishing damping that
contains a Tikhonov regularization term, in connection to the minimization problem of a …

An SDE perspective on stochastic inertial gradient dynamics with time-dependent viscosity and geometric damping

R Maulen-Soto, J Fadili, H Attouch, P Ochs - arXiv preprint arXiv …, 2024 - arxiv.org
Our approach is part of the close link between continuous dissipative dynamical systems
and optimization algorithms. We aim to solve convex minimization problems by means of …

Fast convex optimization via closed-loop time scaling of gradient dynamics

H Attouch, RI Bot, DK Nguyen - arXiv preprint arXiv:2301.00701, 2023 - arxiv.org
In a Hilbert setting, for convex differentiable optimization, we develop a general framework
for adaptive accelerated gradient methods. They are based on damped inertial dynamics …