Second-order differential dynamical system Hessian-driven damping Accelerated forward-backward method Convergence analysis

Convergence Analysis of an Inertial Dynamical System with Hessian-Driven Damping under θ-Parametrized Implicit–Explicit Discretization

  • Milan Barik
  • Suvendu Ranjan Pattanaik
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    In this paper, we consider an unconstrained composite convex optimisation problem. We propose an inertial forward–backward algorithm derived from an implicit– explicit discretisation of a second-order dynamical system with Hessian-driven damping. For α ≥ 3, we establish an O(1/d^2) convergence rate for the objective value gap. Furthermore, when α > 3, we prove that the … Read more