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From differential equation solvers to accelerated first-order methods for convex optimization

From differential equation solvers to accelerated first-order methods for convex optimization

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2727217972

From differential equation solvers to accelerated first-order methods for convex optimization

About this item

Full title

From differential equation solvers to accelerated first-order methods for convex optimization

Author / Creator

Publisher

Berlin/Heidelberg: Springer Berlin Heidelberg

Journal title

Mathematical programming, 2022-09, Vol.195 (1-2), p.735-781

Language

English

Formats

Publication information

Publisher

Berlin/Heidelberg: Springer Berlin Heidelberg

More information

Scope and Contents

Contents

Convergence analysis of accelerated first-order methods for convex optimization problems are developed from the point of view of ordinary differential equation solvers. A new dynamical system, called Nesterov accelerated gradient (NAG) flow, is derived from the connection between acceleration mechanism and
A
-stability of ODE solvers, and the...

Alternative Titles

Full title

From differential equation solvers to accelerated first-order methods for convex optimization

Authors, Artists and Contributors

Author / Creator

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_journals_2727217972

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2727217972

Other Identifiers

ISSN

0025-5610

E-ISSN

1436-4646

DOI

10.1007/s10107-021-01713-3

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