Properties and practicability of convergence-guaranteed optimization methods derived from weak discrete gradients

DOI10.1007/S11075-024-01790-3MaRDI QIDQ6559452zbMATH OpenFDO

Authors Kansei Ushiyama, Shun Sato, Takayasu Matsuo

Publication date 21 June 2024

Published in Numerical Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11075-024-01790-3

zbMATH Keywords

convex optimizationdiscrete gradientnumerical analysisproximal gradient method

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Recommendations

• Deriving efficient optimization methods based on stable explicit numerical methods
• Essential convergence rate of ordinary differential equations appearing in optimization
• A convergence of ODE method in constrained optimization
• Convergence rate of gradient-concordant methods for smooth unconstrained optimization
• Analysis of continuous dynamical system models with Hessians derived from optimization methods

Cites work

• A Lyapunov analysis of accelerated methods in optimization
• A new class of energy-preserving numerical integration methods
• A Systematic Approach to Lyapunov Analyses of Continuous-Time Models in Convex Optimization
• First-order optimization algorithms via inertial systems with Hessian driven damping
• Geometric Numerical Integration
• Hamiltonian-conserving discrete canonical equations based on variational difference quotients
• Lectures on convex optimization
• Solving Ordinary Differential Equations I
• Time integration and discrete Hamiltonian systems

Cited in

(2)

• The application of Goeken-Johnson's Runge-Kutta methods in unconstrained convex optimization
• On the application of explicit Runge-Kutta methods to the construction of stochastic gradient descent methods for convex optimization

This page was built for publication: Properties and practicability of convergence-guaranteed optimization methods derived from weak discrete gradients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6559452)