An extension of the second order dynamical system that models Nesterov's convex gradient method

DOI10.1007/s00245-020-09692-1zbMath1486.34050arXiv1908.02574OpenAlexW3035137821MaRDI QIDQ2232772

Titus O. Pinţa, Szilárd Csaba László, Cristian Daniel Alecsa

Publication date: 8 October 2021

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.02574

zbMATH Keywords

convex optimizationconvergence rateinertial algorithmheavy ball methodcontinuous second-order dynamical system

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Nonlinear ordinary differential equations and systems (34A34) Finite difference and finite volume methods for ordinary differential equations (65L12) Nonlinear evolution equations (47J35)

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