Fast convergence of inertial dynamics and algorithms with asymptotic vanishing viscosity

DOI10.1007/s10107-016-0992-8zbMath1395.34068MaRDI QIDQ2413084

Juan Peypouquet, Zaki Chbani, Patrick Redont, Hedy Attouch

Publication date: 6 April 2018

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-016-0992-8

zbMATH Keywords

convex optimization; dynamical systems; vanishing viscosity; gradient flows; inertial dynamics; Nesterov method; fast convergence method

Mathematics Subject Classification ID

90C25: Convex programming

90C30: Nonlinear programming

34G20: Nonlinear differential equations in abstract spaces

34D05: Asymptotic properties of solutions to ordinary differential equations

Related Items

Generalizing the Optimized Gradient Method for Smooth Convex Minimization, The Differential Inclusion Modeling FISTA Algorithm and Optimality of Convergence Rate in the Case b $\leq3$, Convergence Rates of Inertial Forward-Backward Algorithms, 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, Convergence rate of a relaxed inertial proximal algorithm for convex minimization, Optimal Convergence Rates for Nesterov Acceleration, Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold, A second-order dynamical approach with variable damping to nonconvex smooth minimization, Fast Proximal Methods via Time Scaling of Damped Inertial Dynamics, Second-order dynamical systems with penalty terms associated to monotone inclusions, Asymptotic for the perturbed heavy ball system with vanishing damping term, Inertial projection and contraction algorithms for variational inequalities, Rate of convergence of inertial gradient dynamics with time-dependent viscous damping coefficient, Inertial forward-backward algorithms with perturbations: application to Tikhonov regularization, Convergence of inertial dynamics and proximal algorithms governed by maximally monotone operators, Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions, A gradient-type algorithm with backward inertial steps associated to a nonconvex minimization problem, Convergence rate of inertial proximal algorithms with general extrapolation and proximal coefficients, On inexact relative-error hybrid proximal extragradient, forward-backward and Tseng's modified forward-backward methods with inertial effects, Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms, Steklov regularization and trajectory methods for univariate global optimization, Second order asymptotical regularization methods for inverse problems in partial differential equations, Convergence of a relaxed inertial forward-backward algorithm for structured monotone inclusions, Two structure-preserving time discretizations for gradient flows, Inertial algorithms for a system of equilibrium problems and fixed point problems, Activity Identification and Local Linear Convergence of Forward--Backward-type Methods

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