Fast Proximal Methods via Time Scaling of Damped Inertial Dynamics

DOI10.1137/18M1230207OpenAlexW2971643127WikidataQ127300167 ScholiaQ127300167MaRDI QIDQ5233105

Hassan Riahi, Hedy Attouch, Zaki Chbani

Publication date: 16 September 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/18m1230207

zbMATH Keywords

time rescalingLyapunov analysisnonsmooth convex optimizationNesterov accelerated gradient methodinertial proximal algorithms

Mathematics Subject Classification ID

Related Items (30)

Fast convex optimization via inertial dynamics combining viscous and Hessian-driven damping with time rescaling ⋮ First-order optimization algorithms via inertial systems with Hessian driven damping ⋮ Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics ⋮ Convergence of iterates for first-order optimization algorithms with inertia and Hessian driven damping ⋮ Nesterov's Method for Convex Optimization ⋮ Accelerated dynamics with dry friction via time scaling and averaging of doubly nonlinear evolution equations ⋮ Unnamed Item ⋮ Inertial primal-dual dynamics with damping and scaling for linearly constrained convex optimization problems ⋮ Fast continuous dynamics inside the graph of subdifferentials of nonsmooth convex functions ⋮ Convergence rate of inertial proximal algorithms with general extrapolation and proximal coefficients ⋮ Novel projection neurodynamic approaches for constrained convex optimization ⋮ Strong Convergence of Trajectories via Inertial Dynamics Combining Hessian-Driven Damping and Tikhonov Regularization for General Convex Minimizations ⋮ Smoothing accelerated proximal gradient method with fast convergence rate for nonsmooth convex optimization beyond differentiability ⋮ The heavy ball method regularized by Tikhonov term. Simultaneous convergence of values and trajectories ⋮ On a new simple algorithm to compute the resolvents ⋮ Time rescaling of a primal-dual dynamical system with asymptotically vanishing damping ⋮ Fast convex optimization via a third-order in time evolution equation: TOGES-V an improved version of TOGES* ⋮ Finite Convergence of Proximal-Gradient Inertial Algorithms Combining Dry Friction with Hessian-Driven Damping ⋮ Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping ⋮ An extension of the second order dynamical system that models Nesterov's convex gradient method ⋮ Accelerated proximal point method for maximally monotone operators ⋮ A second-order adaptive Douglas-Rachford dynamic method for maximal \(\alpha\)-monotone operators ⋮ On the convergence of a class of inertial dynamical systems with Tikhonov regularization ⋮ Continuous Newton-like inertial dynamics for monotone inclusions ⋮ Convergence Rates of Inertial Primal-Dual Dynamical Methods for Separable Convex Optimization Problems ⋮ A control-theoretic perspective on optimal high-order optimization ⋮ Fast primal-dual algorithm via dynamical system for a linearly constrained convex optimization problem ⋮ Fast convex optimization via a third-order in time evolution equation ⋮ On the effect of perturbations in first-order optimization methods with inertia and Hessian driven damping ⋮ A fast continuous time approach with time scaling for nonsmooth convex optimization

Cites Work

• Unnamed Item
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Fast convex optimization via inertial dynamics with Hessian driven damping
• On the convergence of the iterates of the ``fast iterative shrinkage/thresholding algorithm
• A second-order gradient-like dissipative dynamical system with Hessian-driven damping. Application to optimization and mechanics.
• Introductory lectures on convex optimization. A basic course.
• Convergence of damped inertial dynamics governed by regularized maximally monotone operators
• Convergence of inertial dynamics and proximal algorithms governed by maximally monotone operators
• Asymptotic stabilization of inertial gradient dynamics with time-dependent viscosity
• Convergence rate of inertial forward-backward algorithm beyond Nesterov's rule
• Convergence of a relaxed inertial forward-backward algorithm for structured monotone inclusions
• On damped second-order gradient systems
• Combining fast inertial dynamics for convex optimization with Tikhonov regularization
• Fast convergence of inertial dynamics and algorithms with asymptotic vanishing viscosity
• The Remarkable Effectiveness of Time-Dependent Damping Terms for Second Order Evolution Equations
• The Rate of Convergence of Nesterov's Accelerated Forward-Backward Method is Actually Faster Than $1/k^2$
• Accelerated and Inexact Forward-Backward Algorithms
• Convex Optimization in Normed Spaces
• Evolution equations for maximal monotone operators: asymptotic analysis in continuous and discrete time
• Stability of Over-Relaxations for the Forward-Backward Algorithm, Application to FISTA
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• New Proximal Point Algorithms for Convex Minimization
• Convergence Rates of Inertial Forward-Backward Algorithms
• Asymptotic for a second-order evolution equation with convex potential andvanishing damping term
• A Dynamical Approach to an Inertial Forward-Backward Algorithm for Convex Minimization
• Rate of convergence of the Nesterov accelerated gradient method in the subcritical case α ≤ 3
• A second-order dynamical approach with variable damping to nonconvex smooth minimization
• Signal Recovery by Proximal Forward-Backward Splitting
• Some methods of speeding up the convergence of iteration methods
• Convex analysis and monotone operator theory in Hilbert spaces

This page was built for publication: Fast Proximal Methods via Time Scaling of Damped Inertial Dynamics