nesterov method

The rate of convergence of Nesterov’s accelerated forward-backward method is actually (k^{-2})$

  • Hédy Attouch
  • Juan Peypouquet
    • Categories Convex Optimization Tags , ,

    The {\it forward-backward algorithm} is a powerful tool for solving optimization problems with a {\it additively separable} and {\it smooth} + {\it nonsmooth} structure. In the convex setting, a simple but ingenious acceleration scheme developed by Nesterov has been proved useful to improve the theoretical rate of convergence for the function values from the standard … Read more

    Fast convergence of inertial dynamics and algorithms with asymptotic vanishing damping

  • Hédy Attouch
  • Z Chbani
  • Juan Peypouquet
  • P Redont
    • Categories Convex Optimization Tags , , , , , ,

    In a Hilbert space setting $\mathcal H$, we study the fast convergence properties as $t \to + \infty$ of the trajectories of the second-order differential equation \begin{equation*} \ddot{x}(t) + \frac{\alpha}{t} \dot{x}(t) + \nabla \Phi (x(t)) = g(t), \end{equation*} where $\nabla\Phi$ is the gradient of a convex continuously differentiable function $\Phi: \mathcal H \to \mathbb R$, … Read more