The authors prove exponential convergence for a Hessian-damped heavy-ball ODE and linear convergence for its Heavy Ball and Nesterov-type discretizations on strongly quasiconvex functions.
Antipin, Minimization of convex functions on convex sets by means of differential equations, Diff
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Heavy Ball and Nesterov Accelerations with Hessian-driven Damping for Nonconvex Optimization
The authors prove exponential convergence for a Hessian-damped heavy-ball ODE and linear convergence for its Heavy Ball and Nesterov-type discretizations on strongly quasiconvex functions.