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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.
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Preprints, Working Papers, ...
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https://hal.inria.fr/hal-01547251
Contributor : Charles Dossal Connect in order to contact the contributor
Submitted on : Monday, July 17, 2017 - 3:55:26 PM
Last modification on : Saturday, December 4, 2021 - 3:43:24 AM
Long-term archiving on: : Saturday, January 27, 2018 - 2:50:51 AM

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  • HAL Id : hal-01547251, version 2

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

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