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 where and are positive parameters, and is a smooth convex function. If 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 and . Preliminary numerical experiments suggest that both adding a positive Hessian driven damping parameter , and implementing the restart scheme help improve the performance of the dynamics and corresponding iterative algorithms as means to approximate minimizers of .
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}
}