… The schemes of Nesterov [24] and Siegel [30] and the ones introduced in this paper are built to be as efficient as possible for strongly convex functions (but not for quadratic functions). …
A Badithela, P Seiler - 2019 American control conference (ACC …, 2019 - ieeexplore.ieee.org
… The parameters are chosen to the values that provide the optimal convergence rate for the class of convexquadratic functions in S(m, L) [10], [… The Heavy-ballmethod can be written as: …
S Gadat, F Panloup, S Saadane - 2018 - projecteuclid.org
… We then examine the situation of convex and strongly convex potentials and … problem is more involved and we propose a result for the quadratic error only when f is a quadraticfunction (…
… on the classical Heavy-ballmethod for convexquadratic minimization. The … problem at hand instead of problem parameters such as a few eigenvalues of the Hessian of the problem. …
… number of the objective function, these methods guarantee a fast exponential … Heavy Ball schemes) is relevant in a relaxed setting, ie for composite functions satisfying a quadratic …
… are able to construct a Lyapunov function that demonstrates an \(O(1/k^2)\) rate for Heavy-ball in the case of convexquadraticproblems. Our novel proof technique, though restricted to …
… averaged version of Heavy-Ballmethod (AHB). We show that for quadraticproblems AHB has a … Moreover, for general convex and strongly convex functions, we prove non-accelerated …
… heavy-ball (HB) method provably does not reach an accelerated convergence rate on smooth strongly convexproblems. … of convexquadratic functions, or the set of strongly convex and …
… A lower complexity bound on the convergence of any first-order method is provided in Section 2.2. In Section 2.3, we introduce the heavy-ballmethod under consideration and prove its …