A Speed Restart Scheme for a Dynamical System with Hessian-Driven Damping and Three Constant Coefficients

2024/12/09 by Guo, Huiyuan, Juan José Maulén, Juan Peypouquet +2 · 1 citation
Engineering · #37N40 #65K10 #90C25 #FOS: Mathematics #Optimization and Control (math.OC) #Stability and Controllability of Differential Equations

paper · pdf · doi:10.48550/arxiv.2412.06691

openalex publication_date 2024/12/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we study a speed restart scheme for an inertial system with Hessian-driven damping. We establish a linear convergence rate for the function values along the restarted trajectories without assuming the strong convexity of the objective function. Our numerical experiments show improvements in the convergence rates, both for the continuous-time dynamics, and when applied to inertial algorithms as a heuristic

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• Towards faster first order methods: A continuous-time model to interpolate between speed and function value restart

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