The stochastic ravine accelerated gradient method with general extrapolation coefficients

DOI10.1007/S10957-026-02940-4MaRDI QIDQ6838334zbMATH OpenFDO

Authors Hédy Attouch, Jalal Fadili, Vyacheslav Kungurtsev

Publication date 25 March 2026

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10957-026-02940-4

zbMATH Keywords

convergence ratesgeneral extrapolation coefficientHessian driven dampingLyapunov analysisNesterov accelerated gradient methodRavine methodstochastic errors

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Acceleration of convergence in numerical analysis (65B99) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Management decision making, including multiple objectives (90B50) Convex programming (90C25)

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