Mostrar el registro sencillo del ítem

Convergence rates of an inertial gradient descent algorithm under growth and flatness conditions

hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorAPIDOPOULOS, Vassilis
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorAUJOL, Jean-François
hal.structure.identifierInstitut National des Sciences Appliquées - Toulouse [INSA Toulouse]
hal.structure.identifierInstitut de Mathématiques de Toulouse UMR5219 [IMT]
dc.contributor.authorDOSSAL, Charles
hal.structure.identifierInstitut de Mathématiques de Toulouse UMR5219 [IMT]
hal.structure.identifierÉquipe Recherche Opérationnelle, Optimisation Combinatoire et Contraintes [LAAS-ROC]
dc.contributor.authorRONDEPIERRE, Aude
dc.date.accessioned2024-04-04T02:59:53Z
dc.date.available2024-04-04T02:59:53Z
dc.date.issued2020-02
dc.identifier.issn0025-5610
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/192779
dc.description.abstractEnIn this paper we study the convergence properties of a Nesterov’s family of inertial schemes which is a specific case of inertial Gradient Descent algorithm in the context of a smooth convex minimization problem, under some additional hypotheses on the local geometry of the objective function F, such as the growth (or Łojasiewicz) condition. In particular we study the different convergence rates for the objective function and the local variation, depending on these geometric conditions. In this setting we can give optimal convergence rates for this Nesterov scheme. Our analysis shows that there are some situations when Nesterov’s family of inertial schemes is asymptotically less efficient than the gradient descent (e.g. in the case when the objective function is quadratic).
dc.language.isoen
dc.publisherSpringer Verlag
dc.title.enConvergence rates of an inertial gradient descent algorithm under growth and flatness conditions
dc.typeArticle de revue
dc.identifier.doi10.1007/s10107-020-01476-3
dc.subject.halMathématiques [math]/Optimisation et contrôle [math.OC]
bordeaux.journalMathematical Programming
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-01965095
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01965095v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Mathematical%20Programming&rft.date=2020-02&rft.eissn=0025-5610&rft.issn=0025-5610&rft.au=APIDOPOULOS,%20Vassilis&AUJOL,%20Jean-Fran%C3%A7ois&DOSSAL,%20Charles&RONDEPIERRE,%20Aude&rft.genre=article


Archivos en el ítem

ArchivosTamañoFormatoVer

No hay archivos asociados a este ítem.

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem