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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
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 O1/n2 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1个/n2个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。

更新日期:2021-05-21
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