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The rate of convergence of optimization algorithms obtained via discretizations of heavy ball dynamical systems for convex optimization problems
Optimization ( IF 2.2 ) Pub Date : 2021-05-21 , DOI: 10.1080/02331934.2021.1925896 Cristian Daniel Alecsa 1, 2
中文翻译:
凸优化问题重球动力系统离散化优化算法收敛速度
更新日期:2021-05-21
Optimization ( IF 2.2 ) Pub Date : 2021-05-21 , DOI: 10.1080/02331934.2021.1925896 Cristian Daniel Alecsa 1, 2
Affiliation
In this paper, we propose new numerical algorithms in the setting of unconstrained optimization problems and we prove the discrete rate of convergence of order in the iterates of the convex objective function. Our optimization algorithms are obtained via discretizations from dynamical systems with Hessian-driven damping. Finally, some numerical experiments are presented in order to validate the theoretical results.
中文翻译:
凸优化问题重球动力系统离散化优化算法收敛速度
在本文中,我们在无约束优化问题的设置中提出了新的数值算法,并证明了阶数的离散收敛速度在凸目标函数的迭代中。我们的优化算法是通过具有 Hessian 驱动阻尼的动力系统的离散化获得的。最后,为了验证理论结果,给出了一些数值实验。