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一种用于海森驱动阻尼动力学的速度重启方案

A Speed Restart Scheme for a Dynamics with Hessian-Driven Damping

Journal of Optimization Theory and Applications · 2023
被引 3
ABS 3

中文导读

分析了Attouch等人提出的海森驱动阻尼惯性动力学的速度重启方案,证明了沿重启轨迹函数值的线性收敛率,数值实验表明该方案能提升动力学及迭代算法的实际性能。

Abstract

Abstract In this paper, we analyze a speed restarting scheme for the inertial dynamics with Hessian-driven damping, introduced by Attouch et al. (J Differ Equ 261(10):5734–5783, 2016). We establish a linear convergence rate for the function values along the restarted trajectories. Numerical experiments suggest that the Hessian-driven damping and the restarting scheme together improve the performance of the dynamics and corresponding iterative algorithms in practice.

数学优化算法收敛性分析数值实验