LyonGroningen Seminar: A fast convergent first-order method bearing second-order information by Prof. Juan G. Peypouquet.


Title: A fast convergent first-order method bearing second-order information
Abstract: We propose a model for a class of first-order methods as an inertial system with Hessian-driven damping. The model combines several features of the Levenberg-Marquardt algorithm and Nesterov’s acceleration scheme for first-order algorithms. We obtain a second-order system (in time and space), which can be interpreted as a first-order one by an appropriate transformation. The resulting method is easily implementable, more stable than classical accelerated methods, and just as fast.
LyonGroningen Seminar
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Thursday, Apr 8, 2021 2:00 pm | 2 hours | (UTC+01:00) Brussels, Copenhagen, Madrid, Paris
Meeting number: 121 610 3507
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Date/heure
Date(s) - 8 Apr 2021
14 h 00 min - 15 h 00 min

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Filed under: DYCOP, Seminaries