From differential equation solvers to accelerated first-order methods for convex optimization

DOI10.1007/s10107-021-01713-3OpenAlexW3205832882WikidataQ115385301 ScholiaQ115385301MaRDI QIDQ2089788

Long Chen, Hao Luo

Publication date: 24 October 2022

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.03145

zbMATH Keywords

convergence analysisconvex optimizationLyapunov functionordinary differential equationexponential decayaccelerated first-order methods

Mathematics Subject Classification ID

Convex programming (90C25) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for ordinary differential equations (65Lxx) Acceleration of convergence in numerical analysis (65B99)

Related Items (3)

Accelerated differential inclusion for convex optimization ⋮ A diagonal finite element-projection-proximal gradient algorithm for elliptic optimal control problem ⋮ A primal-dual flow for affine constrained convex optimization

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