Accelerated differential inclusion for convex optimization
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Publication:6042222
Abstract: This paper introduces a second-order differential inclusion for unconstrained convex optimization. In continuous level, solution existence in proper sense is obtained and exponential decay of a novel Lyapunov function along with the solution trajectory is derived as well. Then in discrete level, based on numerical discretizations of the continuous model, two inexact proximal point algorithms are proposed, and some new convergence rates are established via a discrete Lyapunov function.
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Cited in
(7)- A primal-dual flow for affine constrained convex optimization
- Fast continuous dynamics inside the graph of subdifferentials of nonsmooth convex functions
- Accelerated schemes for a class of variational inequalities
- Accelerated Optimization in the PDE Framework: Formulations for the Manifold of Diffeomorphisms
- From differential equation solvers to accelerated first-order methods for convex optimization
- A second-order accelerated neurodynamic approach for distributed convex optimization
- A fast solver for generalized optimal transport problems based on dynamical system and algebraic multigrid
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