Optimal rate of convergence of an ODE associated to the Fast Gradient Descent schemes for b>0

Jf Aujol (1) , Ch Dossal (1)

1 IMB - Institut de Mathématiques de Bordeaux

This paper is devoted to the study of an ODE associated to FISTA. New vonvergence results are presented, even in the case of non convex functions. The asymptotic rate are proven to be optimal with the study of particular instances. Robustness to noise is also investigated.

Domaines: Optimisation et contrôle [math.OC]

Jf Aujol, Ch Dossal. Optimal rate of convergence of an ODE associated to the Fast Gradient Descent schemes for b>0. 2017. ⟨hal-01547251v2⟩