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An optimal control theory for accelerated optimization

I Ross (imross***at***nps.edu)

Abstract: Accelerated optimization algorithms can be generated using a double-integrator model for the search dynamics imbedded in an optimal control problem.

Keywords: accelerated Newton's method, control Lyapunov function, Lie derivative, Nesterov's accelerated gradient method, Polyak's heavy ball method, Riemannian metric, Transversality Mapping Principle

Category 1: Nonlinear Optimization (Unconstrained Optimization )

Category 2: Convex and Nonsmooth Optimization

Citation: unpublished

Download: [PDF]

Entry Submitted: 02/24/2019
Entry Accepted: 02/24/2019
Entry Last Modified: 05/19/2019

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