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A continuous-time model to interpolate between speed and function value restart in accelerated first order methods

A continuous-time model to interpolate between speed and function value restart in accelerated first order methods

来源:Arxiv_logoArxiv
英文摘要

We introduce a new restarting scheme for a continuous inertial dynamics with Hessian driven-damping, and establish a linear convergence rate for the function values along the restarted trajectories. The proposed routine is a generalization of existing speed restart schemes, and interpolates between speed and function value restarts, considerably delaying the restarting time, while preserving the function value decrease. Numerical experiments show an improvement in the convergence rates for both continuous-time dynamical systems, and associated first-order algorithms derived via time discretization.

Juan José Maulén、Huiyuan Guo、Juan Peypouquet

计算技术、计算机技术

Juan José Maulén,Huiyuan Guo,Juan Peypouquet.A continuous-time model to interpolate between speed and function value restart in accelerated first order methods[EB/OL].(2025-06-12)[2025-06-28].https://arxiv.org/abs/2506.11267.点此复制

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