Acceleration in First Order Quasi-strongly Convex Optimization by ODE Discretization
We study gradient-based optimization methods obtained by direct Runge-Kutta discretization of the ordinary differential equation (ODE) describing the movement of a heavy-ball under constant friction coefficient. When the function is high-order smooth and strongly convex, we show that directly simula...
| Main Authors: | , , |
|---|---|
| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE),
2021-04-09T15:16:23Z.
|
| Subjects: | |
| Online Access: | Get fulltext |