Convergence rates of an inertial gradient descent algorithm under growth and flatness conditions

DOI10.1007/S10107-020-01476-3zbMATH Open1465.90062OpenAlexW2914848482MaRDI QIDQ2020604FDOQ2020604

Authors: Vassilis Apidopoulos, Jean-François Aujol, Charles Dossal, Aude Rondepierre 

Publication date: 23 April 2021

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

Full work available at URL: https://doi.org/10.1007/s10107-020-01476-3

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zbMATH Keywords

rate of convergenceconvex optimizationsmooth optimizationgrowth conditionNesterov accelerationinertial gradient descent algorithmŁojasiewicz condition

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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Cited In (13)

• A class of modified accelerated proximal gradient methods for nonsmooth and nonconvex minimization problems
• Fast optimization via inertial dynamics with closed-loop damping
• Convergence rates for the heavy-ball continuous dynamics for non-convex optimization, under Polyak-Łojasiewicz condition
• A nonmonotone accelerated proximal gradient method with variable stepsize strategy for nonsmooth and nonconvex minimization problems
• Optimal convergence rates for Nesterov acceleration
• Convergence rates of the heavy ball method for quasi-strongly convex optimization
• Convergence rates for an inertial algorithm of gradient type associated to a smooth non-convex minimization
• On the Convergence Rate of Incremental Aggregated Gradient Algorithms
• Stochastic differential equations for modeling first order optimization methods
• Convergence results of a new monotone inertial forward-backward splitting algorithm under the local Hölder error bound condition
• Optimal convergence rates for damped inertial gradient dynamics with flat geometries
• Fast convergence of inertial dynamics with Hessian-driven damping under geometry assumptions
• Convergence rates of damped inertial dynamics under geometric conditions and perturbations

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