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

Date: 8 avril à 14h00
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
Hosted by vincent andrieu
Thursday, Apr 8, 2021 2:00 pm | 2 hours | (UTC+01:00) Brussels, Copenhagen, Madrid, Paris
Meeting number: 121 610 3507
Password: Lyapunov

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Date(s) - 8 Avr 2021
14 h 00 min - 15 h 00 min


Filed under: DYCOP, Séminaires