Fast convex optimization via inertial systems with asymptotic vanishing viscous and Hessian-driven damping
Fast convex optimization via inertial systems with asymptotic vanishing viscous and Hessian-driven damping
We study the convergence rate of a family of inertial algorithms, which can be obtained by discretization of an inertial system combining asymptotic vanishing viscous and Hessian-driven damping. We establish a fast sublinear convergence rate in case the objective function is convex and satisfies Polyak-Åojasiewicz inequality. We also establish a linear convergence rate for smooth strongly convex functions. The results can provide more insights into the convergence property of Nesterov's accelerated gradient method.
Zepeng Wang、Juan Peypouquet
数学
Zepeng Wang,Juan Peypouquet.Fast convex optimization via inertial systems with asymptotic vanishing viscous and Hessian-driven damping[EB/OL].(2025-06-26)[2025-07-18].https://arxiv.org/abs/2506.21730.点此复制
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