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A variational perspective on accelerated methods in optimization

Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. Although many generalizations and extensions of Nesterov’s original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this p...

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Veröffentlicht in:Proc Natl Acad Sci U S A
Hauptverfasser: Wibisono, Andre, Wilson, Ashia C., Jordan, Michael I.
Format: Artigo
Sprache:Inglês
Veröffentlicht: National Academy of Sciences 2016
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC5127379/
https://ncbi.nlm.nih.gov/pubmed/27834219
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1614734113
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