Hédy Attouch, Université Montpellier II, France, Acceleration of first-order optimization algorithms via inertial dynamics with Hessian driven damping
ZoomIn a Hilbert space, for convex optimization, we report on recent advances regarding the acceleration of first-order algorithms. We rely on inertial dynamics with damping driven by the Hessian, and the link between continuous dynamic systems and algorithms obtained by temporal discretization. We first review the classical results, from Polyak's heavy ball with friction method…