Cargando…

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...

Descripción completa

Detalles Bibliográficos
Autores principales: Boţ, Radu Ioan, Csetnek, Ernö Robert, László, Szilárd Csaba
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2018
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
_version_ 1783507416261853184
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
work_keys_str_mv AT botraduioan asecondorderdynamicalapproachwithvariabledampingtononconvexsmoothminimization
AT csetnekernorobert asecondorderdynamicalapproachwithvariabledampingtononconvexsmoothminimization
AT laszloszilardcsaba asecondorderdynamicalapproachwithvariabledampingtononconvexsmoothminimization
AT botraduioan secondorderdynamicalapproachwithvariabledampingtononconvexsmoothminimization
AT csetnekernorobert secondorderdynamicalapproachwithvariabledampingtononconvexsmoothminimization
AT laszloszilardcsaba secondorderdynamicalapproachwithvariabledampingtononconvexsmoothminimization