Acceleration of optimization algorithms via damped charged particle dynamics
主讲人:闫卫平 
活动日期:       
活动地址:广西数学研究中心303报告厅  

摘要:

In this talk, we give the convergence analysis of accelerated second-order methods for convex optimization problems, which is developed from the point of view of autonomous dissipative inertial continuous dynamics in the magnetic field. Different from the classical heavy ball model with damping, we consider the motion of a charged particle in a magnetic field model involving the linear asymptotic vanishing damping. It is a coupled ordinary differential system by adding the magnetic coupled term to the heavy ball system. Meanwhile, the connection of algorithms between the heavy ball model and the motion of a charged particle in a magnetic field model is established.


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