Convergence of iterates for first-order optimization algorithms with inertia and Hessian driven damping
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 …
to optimal solutions for a class of accelerated first-order algorithms. They can be interpreted …
Continuous-time analysis of accelerated gradient methods via conservation laws in dilated coordinate systems
We analyze continuous-time models of accelerated gradient methods through deriving
conservation laws in dilated coordinate systems. Namely, instead of analyzing the dynamics …
conservation laws in dilated coordinate systems. Namely, instead of analyzing the dynamics …
Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics
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 …
system with fast convergence guarantees to solve structured convex minimization problems …
[HTML][HTML] Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping
In this work, we approach the minimization of a continuously differentiable convex function
under linear equality constraints by a second-order dynamical system with asymptotically …
under linear equality constraints by a second-order dynamical system with asymptotically …
Fast convex optimization via time scale and averaging of the steepest descent
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 …
optimization problems. By applying time scaling, averaging, and perturbation techniques to …
[HTML][HTML] A control-theoretic perspective on optimal high-order optimization
We provide a control-theoretic perspective on optimal tensor algorithms for minimizing a
convex function in a finite-dimensional Euclidean space. Given a function\varPhi: R^ d → R …
convex function in a finite-dimensional Euclidean space. Given a function\varPhi: R^ d → R …
Strong Convergence of Trajectories via Inertial Dynamics Combining Hessian-Driven Damping and Tikhonov Regularization for General Convex Minimizations
Let H be a real Hilbert space, and f: H→ R be a convex twice differentiable function whose
solution set argmin f is nonempty. We investigate the long time behavior of the trajectories of …
solution set argmin f is nonempty. We investigate the long time behavior of the trajectories of …
Fast convex optimization via closed-loop time scaling of gradient dynamics
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 …
for adaptive accelerated gradient methods. They are based on damped inertial dynamics …
Inertial primal-dual dynamics with damping and scaling for linearly constrained convex optimization problems
X He, R Hu, YP Fang - Applicable Analysis, 2023 - Taylor & Francis
We propose an inertial primal-dual dynamic with damping and scaling coefficients, which
involves inertial terms both for primal and dual variables, for a linearly constrained convex …
involves inertial terms both for primal and dual variables, for a linearly constrained convex …
Tikhonov regularization of a perturbed heavy ball system with vanishing damping
CD Alecsa, SC László - SIAM Journal on Optimization, 2021 - SIAM
This paper examines a perturbed heavy ball system with vanishing damping that contains a
Tikhonov regularization term in connection to the minimization problem of a convex Fréchet …
Tikhonov regularization term in connection to the minimization problem of a convex Fréchet …