Related papers: Fractional-Order Nesterov Dynamics for Convex Opti…
We derive a second-order ordinary differential equation (ODE) which is the limit of Nesterov's accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov's scheme and thus can serve as a tool for analysis. We show…
In convex optimization, first-order optimization methods efficiently minimizing function values have been a central subject study since Nesterov's seminal work of 1983. Recently, however, Kim and Fessler's OGM-G and Lee et al.'s FISTA-G…
Memristors have emerged as ideal components for modeling synaptic connections in neural networks due to their ability to emulate synaptic plasticity and memory effects. Discrete models of memristor-coupled neurons are crucial for…
We consider the Nesterov accelerated primal-dual dynamical system \[ \begin{cases} \ddot{x}(t)+\dfrac{\alpha}{t}\dot{x}(t) +\nabla f(x(t)) +A^\top\bigl(\lambda(t)+\theta t\dot{\lambda}(t)\bigr)+\beta A^\top(Ax(t)-b)=0,\\[0.6em]…
Introduced by Beck and Teboulle, FISTA (for Fast Iterative Shrinkage-Thresholding Algorithm) is a first-order method widely used in convex optimization. Adapted from Nesterov's accelerated gradient method for convex functions, the generated…
We present a variant of accelerated gradient descent algorithms, adapted from Nesterov's optimal first-order methods, for weakly-quasi-convex and weakly-quasi-strongly-convex functions. We show that by tweaking the so-called estimate…
Many physical, biological, and engineered systems exhibit memory effects that challenge Markovian models. Fractional calculus provides nonlocal operators to capture hereditary dynamics. This survey connects modeling, analysis, and…
Second-order continuous-time dissipative dynamical systems with viscous and Hessian driven damping have inspired effective first-order algorithms for solving convex optimization problems. While preserving the fast convergence properties of…
Fractional-order stochastic gradient descent (FOSGD) leverages fractional exponents to capture long-memory effects in optimization. However, its utility is often limited by the difficulty of tuning and stabilizing these exponents. We…
This paper proposes novel gradient-flow schemes that yield convergence to the optimal point of a convex optimization problem within a \textit{fixed} time from any given initial condition for unconstrained optimization, constrained…
We first study the fast minimization properties of the trajectories of the second-order evolution equation $$\ddot{x}(t) + \frac{\alpha}{t} \dot{x}(t) + \beta \nabla^2 \Phi (x(t))\dot{x} (t) + \nabla \Phi (x(t)) = 0,$$ where $\Phi:\mathcal…
In a Hilbert space setting H, for convex optimization, we analyze the fast convergence properties as t tends to infinity of the trajectories generated by a third-order in time evolution system. The function f to minimize is supposed to be…
In this article, we introduce two families of novel fractional $\theta$-methods by constructing some new generating functions to discretize the Riemann-Liouville fractional calculus operator $\mathit{I}^{\alpha}$ with a second order…
An optical flow variational model is proposed for a sequence of images defined on a domain in $\mathbb{R}^2$. We introduce a regularization term given by the $L^1$ norm of a fractional differential operator. To solve the minimization…
We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…
We derive efficient algorithms to compute weakly Pareto optimal solutions for smooth, convex and unconstrained multiobjective optimization problems in general Hilbert spaces. To this end, we define a novel inertial gradient-like dynamical…
Distributed optimization is fundamental to modern machine learning applications like federated learning, but existing methods often struggle with ill-conditioned problems and face stability-versus-speed tradeoffs. We introduce fractional…
It was shown recently by Su et al. (2016) that Nesterov's accelerated gradient method for minimizing a smooth convex function $f$ can be thought of as the time discretization of a second-order ODE, and that $f(x(t))$ converges to its…
Distributed-order fractional non-local operators have been introduced and studied by Caputo at the end of the 20th century. They generalize fractional order derivatives/integrals in the sense that such operators are defined by a weighted…
Recently, there has been a great interest in analysing dynamical flows, where the stationary limit is the minimiser of a convex energy. Particular flows of great interest have been continuous limits of Nesterov's algorithm and the Fast…