Fast Proximal Methods via Time Scaling of Damped Inertial Dynamics | Zendy

Hédy Attouch | Zendy; Zaki Chbani | Zendy; Hassan Riahi | Zendy

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Fast Proximal Methods via Time Scaling of Damped Inertial Dynamics

Author(s) -

Hédy Attouch,

Zaki Chbani,

Hassan Riahi

Publication year - 2019

Publication title -

siam journal on optimization

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.066

H-Index - 136

eISSN - 1095-7189

pISSN - 1052-6234

DOI - 10.1137/18m1230207

Subject(s) - inertial frame of reference , mathematics , discretization , hilbert space , convergence (economics) , dynamics (music) , scaling , regular polygon , convex optimization , rate of convergence , mathematical analysis , mathematical optimization , computer science , classical mechanics , geometry , physics , acoustics , computer network , channel (broadcasting) , economics , economic growth

In a Hilbert space setting, we consider a class of inertial proximal algorithms for nonsmooth convex optimization, with fast convergence properties. They can be obtained by time discretization of i...

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