First-order optimization algorithms via inertial systems with Hessian driven damping

DOI10.1007/s10107-020-01591-1zbMath1497.37121arXiv1907.10536MaRDI QIDQ2133411

Hedy Attouch, Jalal Fadili, Zaki Chbani, Hassan Riahi

Publication date: 29 April 2022

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

Full work available at URL: https://arxiv.org/abs/1907.10536

zbMATH Keywords

time rescaling; Ravine method; Nesterov accelerated gradient method; Hessian driven damping; inertial optimization algorithms

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

65K10: Numerical optimization and variational techniques

90B50: Management decision making, including multiple objectives

46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics

37M05: Simulation of dynamical systems

37N40: Dynamical systems in optimization and economics