An optimal control theory for accelerated optimization

Published: 2019/02/24, Updated: 2019/05/19

Convex and Nonsmooth Optimization, Unconstrained Optimization accelerated newton's method, control lyapunov function, lie derivative, nesterov's accelerated gradient method, polyak's heavy ball method, riemannian metric, transversality mapping principle Short URL: https://optimization-online.org/?p=15676

Accelerated optimization algorithms can be generated using a double-integrator model for the search dynamics imbedded in an optimal control problem.

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