A Variational Formulation of Accelerated Optimization on Riemannian Manifolds

نویسندگان

چکیده

It was shown recently by Su et al. (2016) that Nesterov's accelerated gradient method for minimizing a smooth convex function $f$ can be thought of as the time discretization second-order ODE, and $f(x(t))$ converges to its optimal value at rate $\mathcal{O}(1/t^2)$ along any trajectory $x(t)$ this ODE. A variational formulation introduced in Wibisono which allowed convergence $\mathcal{O}(1/t^p)$, arbitrary $p>0$, normed vector spaces. This framework exploited Duruisseaux (2020) design efficient explicit algorithms symplectic optimization. In Alimisis (2020), ODE proposed continuous-time limit Riemannian algorithm, it objective solutions paper, we show on manifolds, also an considering family time-dependent Bregman Lagrangian Hamiltonian systems manifolds. generalizes results manifolds provides optimization An approach based time-invariance property Lagrangians Hamiltonians used construct very establish similar setting. One expects geometric numerical integrator is time-adaptive, symplectic, manifold preserving will yield class promising

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ژورنال

عنوان ژورنال: SIAM journal on mathematics of data science

سال: 2022

ISSN: ['2577-0187']

DOI: https://doi.org/10.1137/21m1395648