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

Authors :
Maulén, Juan José
Peypouquet, Juan
Source :
Journal of Optimization Theory & Applications. Nov2023, Vol. 199 Issue 2, p831-855. 25p.
Publication Year :
2023

Abstract

In 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00223239
Volume :
199
Issue :
2
Database :
Academic Search Index
Journal :
Journal of Optimization Theory & Applications
Publication Type :
Academic Journal
Accession number :
173395902
Full Text :
https://doi.org/10.1007/s10957-023-02290-5