Convergence rate of inertial proximal algorithms with general extrapolation and proximal coefficients

DOI10.1007/s10013-020-00399-yzbMath1446.37099OpenAlexW3022758103MaRDI QIDQ2189628

Hassan Riahi, Zaki Chbani, Hedy Attouch

Publication date: 16 June 2020

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10013-020-00399-y

zbMATH Keywords

time rescalingLyapunov analysisnonsmooth convex optimizationNesterov accelerated gradient methodgeneral extrapolation coefficientinertial proximal algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Management decision making, including multiple objectives (90B50) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Dynamical systems in optimization and economics (37N40) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Related Items (4)

Fast convex optimization via inertial dynamics combining viscous and Hessian-driven damping with time rescaling ⋮ Unnamed Item ⋮ Smoothing accelerated proximal gradient method with fast convergence rate for nonsmooth convex optimization beyond differentiability ⋮ An Inertial Newton Algorithm for Deep Learning

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