Accelerated differential inclusion for convex optimization
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Publication:6042222
DOI10.1080/02331934.2021.2002327zbMATH Open1519.90174arXiv2103.06629OpenAlexW3215464813MaRDI QIDQ6042222FDOQ6042222
Authors: Hao Luo 
Publication date: 16 May 2023
Published in: Optimization (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/2103.06629
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Cited In (6)
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- Accelerated Optimization in the PDE Framework: Formulations for the Manifold of Diffeomorphisms
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