Fast convex optimization \textit{via} closed-loop time scaling of gradient dynamics

DOI10.1051/COCV/2025076MaRDI QIDQ6892272zbMATH OpenFDO

Authors Hédy Attouch, Radu I. Boţ, Dang-Khoa Nguyen

Publication date 1 December 2025

Published in European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1051/COCV/2025076

zbMATH Keywords

averagingclosed-loop controldamped inertial dynamicfast convex optimizationHessian driven dampingNesterov and ravine algorithmsproximal algorithmstime scaling

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Programming in abstract spaces (90C48)

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Cited in

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• Tikhonov regularization of monotone operator flows not only ensures strong convergence of the trajectories but also speeds up the vanishing of the residuals

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