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A Speed Restart Scheme for a Dynamical System with Hessian-Driven Damping and Three Constant Coefficients

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arxiv 2412.06691 v1 pith:Y7N7MFVE submitted 2024-12-09 math.OC

A Speed Restart Scheme for a Dynamical System with Hessian-Driven Damping and Three Constant Coefficients

Huiyuan Guo , Juan Jos\'e Maul\'en , Juan Peypouquet This is my paper
classification math.OC
keywords convergencedampingfunctionhessian-driveninertialrestartschemespeed
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In this paper, we study a speed restart scheme for an inertial system with Hessian-driven damping. We establish a linear convergence rate for the function values along the restarted trajectories without assuming the strong convexity of the objective function. Our numerical experiments show improvements in the convergence rates, both for the continuous-time dynamics, and when applied to inertial algorithms as a heuristic

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  1. Towards faster first order methods: A continuous-time model to interpolate between speed and function value restart

    math.OC 2025-06 unverdicted novelty 6.0

    A new restart scheme for continuous-time inertial optimization dynamics that interpolates between speed and function-value restarts to obtain linear convergence without the strong convexity constant.