Daniel Cortild

Global Optimization Algorithm through High-Resolution Sampling

  • Daniel Cortild
  • Juan Peypouquet
    • Categories Global Optimization, Global Optimization Theory, Stochastic Approaches Tags , , , , ,

    We present an optimization algorithm that can identify a global minimum of a potentially nonconvex smooth function with high probability, assuming the Gibbs measure of the potential satisfies a logarithmic Sobolev inequality. Our contribution is twofold: on the one hand we propose a global optimization method, which is built on an oracle sampling algorithm producing … Read more

    Krasnoselskii-Mann Iterations: Inertia, Perturbations and Approximation

  • Daniel Cortild
  • Juan Peypouquet
    • Categories Complementarity and Variational Inequalities, Convex and Nonsmooth Optimization Tags , , ,

    This paper is concerned with the study of a family of fixed point iterations combining relaxation with different inertial (acceleration) principles. We provide a systematic, unified and insightful analysis of the hypotheses that ensure their weak, strong and linear convergence, either matching or improving previous results obtained by analysing particular cases separately. We also show … Read more