Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

Optimal rate of convergence of an ODE associated to the Fast Gradient Descent schemes for b>0

Abstract : This paper is devoted to the study of an ODE associated to FISTA. New vonvergence results are presented, even in the case of non convex functions. The asymptotic rate are proven to be optimal with the study of particular instances. Robustness to noise is also investigated.
Document type :
Preprints, Working Papers, ...
Complete list of metadata

Cited literature [12 references]  Display  Hide  Download

https://hal.inria.fr/hal-01547251
Contributor : Charles Dossal <>
Submitted on : Monday, July 17, 2017 - 3:55:26 PM
Last modification on : Thursday, April 16, 2020 - 9:38:02 PM
Long-term archiving on: : Saturday, January 27, 2018 - 2:50:51 AM

File

EquaDiffv9bis.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-01547251, version 2

Collections

Citation

Jf Aujol, Ch Dossal. Optimal rate of convergence of an ODE associated to the Fast Gradient Descent schemes for b>0. 2017. ⟨hal-01547251v2⟩

Share

Metrics

Record views

424

Files downloads

597