English

A speed restart scheme for a dynamics with Hessian driven damping

Optimization and Control 2023-01-31 v1

Abstract

In this paper, we analyze a speed restarting scheme for the dynamical system given by x¨(t)+αtx˙(t)+ϕ(x(t))+β2ϕ(x(t))x˙(t)=0, \ddot{x}(t) + \dfrac{\alpha}{t}\dot{x}(t) + \nabla \phi(x(t)) + \beta \nabla^2 \phi(x(t))\dot{x}(t)=0, where α\alpha and β\beta are positive parameters, and ϕ:RnR\phi:\mathbb{R}^n \to \mathbb{R} is a smooth convex function. If ϕ\phi has quadratic growth, we establish a linear convergence rate for the function values along the restarted trajectories. As a byproduct, we improve the results obtained by Su, Boyd and Cand\`es \cite{JMLR:v17:15-084}, obtained in the strongly convex case for α=3\alpha=3 and β=0\beta=0. Preliminary numerical experiments suggest that both adding a positive Hessian driven damping parameter β\beta, and implementing the restart scheme help improve the performance of the dynamics and corresponding iterative algorithms as means to approximate minimizers of ϕ\phi.

Cite

@article{arxiv.2301.12240,
  title  = {A speed restart scheme for a dynamics with Hessian driven damping},
  author = {Juan Jose Maulen and Juan Peypouquet},
  journal= {arXiv preprint arXiv:2301.12240},
  year   = {2023}
}
R2 v1 2026-06-28T08:24:48.253Z