Fractional differential equation approach for convex optimization with convergence rate analysis

DOI10.1007/S11590-019-01437-6zbMATH Open1433.90114OpenAlexW2947009768WikidataQ115377843 ScholiaQ115377843MaRDI QIDQ2300643FDOQ2300643

Authors Shu Liang, George Yin, Le Yi Wang

Publication date 27 February 2020

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-019-01437-6

zbMATH Keywords

rate of convergenceconvex optimizationfractional calculusdifferential equation approach

Mathematics Subject Classification ID

Convex programming (90C25) Fractional ordinary differential equations (34A08) Asymptotic properties of solutions to ordinary differential equations (34D05)

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Cites work

• scientific article; zbMATH DE number 1264681 (Why is no real title available?)
• A differential equation for modeling Nesterov's accelerated gradient method: theory and insights
• A variational perspective on accelerated methods in optimization
• Continuous-time Markov chains and applications. A two-time-scale approach
• Distributed Nash equilibrium seeking for aggregative games with coupled constraints
• Distributed Nonsmooth Optimization with Coupled Inequality Constraints via Modified Lagrangian Function
• Fractional-order systems and controls. Fundamentals and applications
• Generalized Neural Network for Nonsmooth Nonlinear Programming Problems
• Introductory lectures on convex optimization. A basic course.
• Lyapunov functions for fractional order systems
• Nature's patterns and the fractional calculus
• Routh-type table test for zero distribution of polynomials with commensurate fractional and integer degrees
• Stability of fractional-order nonlinear dynamic systems: Lyapunov direct method and generalized Mittag-Leffler stability
• State space approximation for general fractional order dynamic systems
• System identification with quantized observations

Cited in

(8)

• Generalization of the gradient method with fractional order gradient direction
• Solving ill-posed problems faster using fractional-order Hopfield neural network
• On a coupled integro-differential system involving mixed fractional derivatives and integrals of different orders
• Accelerating gradient descent and Adam via fractional gradients
• Nabla fractional distributed optimization algorithms over undirected/directed graphs
• Precision algorithms in second-order fractional differential equations
• Fractional order iteration for gradient descent method based on event-triggered mechanism
• Normalized fractional gradient flow for nonlinear Schrödinger/Gross-Pitaevskii equations

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