Dynamic behavior for a gradient algorithm with energy and momentum
Abstract
This paper investigates a novel gradient algorithm, AGEM, using both energy and momentum, for addressing general non-convex optimization problems. The solution properties of the AGEM algorithm, including aspects such as uniformly boundedness and convergence to critical points, are examined. The dynamic behavior is studied through a comprehensive analysis of a high-resolution ODE system. This ODE system, being nonlinear, is derived by taking the limit of the discrete scheme while preserving the momentum effect through a rescaling of the momentum parameter. The paper emphasizes the global well-posedness of the ODE system and the time-asymptotic convergence of solution trajectories. Furthermore, we establish a linear convergence rate for objective functions that adhere to the Polyak-{\L}ojasiewicz condition.
Cite
@article{arxiv.2203.12199,
title = {Dynamic behavior for a gradient algorithm with energy and momentum},
author = {Hailiang Liu and Xuping Tian},
journal= {arXiv preprint arXiv:2203.12199},
year = {2024}
}
Comments
30 pages, 2 figures