Optimization Online


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Citation: unpublished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

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society