Rate of convergence of inertial gradient dynamics with time-dependent viscous damping coefficient
From MaRDI portal
Publication:1711864
DOI10.3934/eect.2018018zbMath1407.37125OpenAlexW2774919904MaRDI QIDQ1711864
Alexandre Cabot, Hassan Riahi, Zaki Chbani, Hedy Attouch
Publication date: 18 January 2019
Published in: Evolution Equations and Control Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/eect.2018018
convex optimizationasymptotic stabilizationLyapunov analysisfast gradient methodinertial gradient dynamicstime-dependent viscosity
Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Dynamical systems in optimization and economics (37N40)
Related Items
Fast convex optimization via inertial dynamics combining viscous and Hessian-driven damping with time rescaling ⋮ First-order optimization algorithms via inertial systems with Hessian driven damping ⋮ First-order inertial algorithms involving dry friction damping ⋮ Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics ⋮ From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective ⋮ Accelerated dynamics with dry friction via time scaling and averaging of doubly nonlinear evolution equations ⋮ Unnamed Item ⋮ Inertial primal-dual dynamics with damping and scaling for linearly constrained convex optimization problems ⋮ A second order primal-dual dynamical system for a convex-concave bilinear saddle point problem ⋮ Fast convex optimization via a third-order in time evolution equation: TOGES-V an improved version of TOGES* ⋮ Finite Convergence of Proximal-Gradient Inertial Algorithms Combining Dry Friction with Hessian-Driven Damping ⋮ Optimal convergence rates for damped inertial gradient dynamics with flat geometries ⋮ Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping ⋮ Convergence Rates of Inertial Primal-Dual Dynamical Methods for Separable Convex Optimization Problems ⋮ Fast convex optimization via a third-order in time evolution equation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- On the convergence of the iterates of the ``fast iterative shrinkage/thresholding algorithm
- Asymptotic for the perturbed heavy ball system with vanishing damping term
- Asymptotics for some semilinear hyperbolic equations with non-autonomous damping
- Introductory lectures on convex optimization. A basic course.
- Asymptotic stabilization of inertial gradient dynamics with time-dependent viscosity
- Performance of first-order methods for smooth convex minimization: a novel approach
- Asymptotics for a second order differential equation with a linear, slowly time-decaying damping term
- Fast convergence of inertial dynamics and algorithms with asymptotic vanishing viscosity
- A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS*
- The Remarkable Effectiveness of Time-Dependent Damping Terms for Second Order Evolution Equations
- Second Order Forward-Backward Dynamical Systems For Monotone Inclusion Problems
- The Rate of Convergence of Nesterov's Accelerated Forward-Backward Method is Actually Faster Than $1/k^2$
- A Differential Equation for Modeling Nesterov's Accelerated Gradient Method: Theory and Insights
- Accelerated and Inexact Forward-Backward Algorithms
- Stability of Over-Relaxations for the Forward-Backward Algorithm, Application to FISTA
- On the Long Time Behavior of Second Order Differential Equations with Asymptotically Small Dissipation
- On the long time behavior of second order differential equations with asymptotically small dissipation
- The Differential Inclusion Modeling FISTA Algorithm and Optimality of Convergence Rate in the Case b $\leq3$
- Asymptotic for a second-order evolution equation with convex potential andvanishing damping term
- Rate of convergence of the Nesterov accelerated gradient method in the subcritical case α ≤ 3
- Asymptotics for a second-order differential equation with nonautonomous damping and an integrable source term