Fast Optimistic Gradient Descent Ascent (OGDA) method in continuous and discrete time

RI Boţ, ER Csetnek, DK Nguyen - Foundations of Computational …, 2023 - Springer
In the framework of real Hilbert spaces, we study continuous in time dynamics as well as
numerical algorithms for the problem of approaching the set of zeros of a single-valued …

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 …

Continuous-time analysis of accelerated gradient methods via conservation laws in dilated coordinate systems

JJ Suh, G Roh, EK Ryu - International Conference on …, 2022 - proceedings.mlr.press
We analyze continuous-time models of accelerated gradient methods through deriving
conservation laws in dilated coordinate systems. Namely, instead of analyzing the dynamics …

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 …

Accelerated proximal algorithms with a correction term for monotone inclusions

PE Maingé - Applied Mathematics & Optimization, 2021 - Springer
In this paper, we propose an accelerated variant of the proximal point algorithm for
computing a zero of an arbitrary maximally monotone operator A. The method incorporates …

A control-theoretic perspective on optimal high-order optimization

T Lin, MI Jordan - Mathematical Programming, 2022 - Springer
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 …

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 …

Continuous dynamics related to monotone inclusions and non-smooth optimization problems

ER Csetnek - Set-Valued and Variational Analysis, 2020 - Springer
The aim of this survey is to present the main important techniques and tools from variational
analysis used for first and second order dynamical systems of implicit type for solving …

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 …