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A second-order dynamical approach with variable damping to nonconvex smooth minimization
We investigate a second-order dynamical system with variable damping in connection with the minimization of a nonconvex differentiable function. The dynamical system is formulated in the spirit of the differential equation which models Nesterov's accelerated convex gradient method. We show that...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Taylor & Francis
2018
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7077366/ https://www.ncbi.nlm.nih.gov/pubmed/32256253 http://dx.doi.org/10.1080/00036811.2018.1495330 |
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author | Boţ, Radu Ioan Csetnek, Ernö Robert László, Szilárd Csaba |
author_facet | Boţ, Radu Ioan Csetnek, Ernö Robert László, Szilárd Csaba |
author_sort | Boţ, Radu Ioan |
collection | PubMed |
description | We investigate a second-order dynamical system with variable damping in connection with the minimization of a nonconvex differentiable function. The dynamical system is formulated in the spirit of the differential equation which models Nesterov's accelerated convex gradient method. We show that the generated trajectory converges to a critical point, if a regularization of the objective function satisfies the Kurdyka- Lojasiewicz property. We also provide convergence rates for the trajectory formulated in terms of the Lojasiewicz exponent. |
format | Online Article Text |
id | pubmed-7077366 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2018 |
publisher | Taylor & Francis |
record_format | MEDLINE/PubMed |
spelling | pubmed-70773662020-03-30 A second-order dynamical approach with variable damping to nonconvex smooth minimization Boţ, Radu Ioan Csetnek, Ernö Robert László, Szilárd Csaba Appl Anal Article We investigate a second-order dynamical system with variable damping in connection with the minimization of a nonconvex differentiable function. The dynamical system is formulated in the spirit of the differential equation which models Nesterov's accelerated convex gradient method. We show that the generated trajectory converges to a critical point, if a regularization of the objective function satisfies the Kurdyka- Lojasiewicz property. We also provide convergence rates for the trajectory formulated in terms of the Lojasiewicz exponent. Taylor & Francis 2018-07-09 /pmc/articles/PMC7077366/ /pubmed/32256253 http://dx.doi.org/10.1080/00036811.2018.1495330 Text en © 2018 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. https://creativecommons.org/licenses/by/4.0/This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/Licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) ), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. |
spellingShingle | Article Boţ, Radu Ioan Csetnek, Ernö Robert László, Szilárd Csaba A second-order dynamical approach with variable damping to nonconvex smooth minimization |
title | A second-order dynamical approach with variable damping to nonconvex smooth minimization |
title_full | A second-order dynamical approach with variable damping to nonconvex smooth minimization |
title_fullStr | A second-order dynamical approach with variable damping to nonconvex smooth minimization |
title_full_unstemmed | A second-order dynamical approach with variable damping to nonconvex smooth minimization |
title_short | A second-order dynamical approach with variable damping to nonconvex smooth minimization |
title_sort | second-order dynamical approach with variable damping to nonconvex smooth minimization |
topic | Article |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7077366/ https://www.ncbi.nlm.nih.gov/pubmed/32256253 http://dx.doi.org/10.1080/00036811.2018.1495330 |
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