Global convergence of the Heavy-ball method for convex optimization

MaRDI QIDQ6257565zbMATH OpenFDO

Authors Euhanna Ghadimi, Hamid Reza Feyzmahdavian, Mikael Johansson

Publication date 23 December 2014

Abstract: This paper establishes global convergence and provides global bounds of the convergence rate of the Heavy-ball method for convex optimization problems. When the objective function has Lipschitz-continuous gradient, we show that the Cesaro average of the iterates converges to the optimum at a rate of $O(1/k)$ where k is the number of iterations. When the objective function is also strongly convex, we prove that the Heavy-ball iterates converge linearly to the unique optimum.

This page was built for publication: Global convergence of the Heavy-ball method for convex optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6257565)