The Connections Between Lyapunov Functions for Some Optimization Algorithms and Differential Equations

DOI10.1137/20M1364138zbMath1467.65070arXiv2009.00673OpenAlexW3167932933WikidataQ115246881 ScholiaQ115246881MaRDI QIDQ4994418

Konstantinos C. Zygalakis, Jesús María Sanz-Serna

Publication date: 18 June 2021

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.00673

zbMATH Keywords

convex optimizationLyapunov functionlinear matrix inequalitiesNesterov's method

Mathematics Subject Classification ID

Convex programming (90C25) Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (5)

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Uses Software

• RODAS

Cites Work

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• A variational perspective on accelerated methods in optimization
• Analysis of Optimization Algorithms via Integral Quadratic Constraints: Nonstrongly Convex Problems
• On the Scope of the Method of Modified Equations
• Contractivity of Runge--Kutta Methods for Convex Gradient Systems
• Some methods of speeding up the convergence of iteration methods
• Numerical Methods for Ordinary Differential Equations

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