A Speed Restart Scheme for a Dynamics with Hessian-Driven Damping-Reference-Cited by-同舟云学术

A Speed Restart Scheme for a Dynamics with Hessian-Driven Damping

Published:2023-09-05 Issue:2 Volume:199 Page:831-855
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

Maulén Juan José^ORCID,Peypouquet Juan^ORCID

Abstract

AbstractIn this paper, we analyze a speed restarting scheme for the inertial dynamics with Hessian-driven damping, introduced by Attouch et al. (J Differ Equ 261(10):5734–5783, 2016). We establish a linear convergence rate for the function values along the restarted trajectories. Numerical experiments suggest that the Hessian-driven damping and the restarting scheme together improve the performance of the dynamics and corresponding iterative algorithms in practice.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

https://link.springer.com/content/pdf/10.1007/s10957-023-02290-5.pdf

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