Direct Runge-Kutta discretization achieves acceleration

© 2018 Curran Associates Inc..All rights reserved. We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's accelerated gradient method. When the function is smooth enough, we...

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Bibliographic Details
Main Authors: Zhang, Jingzhao, Mokhtari, Aryan, Sra, Suvrit, Jadbabaie, Ali
Format: Article
Language:English
Published: 2021
Online Access:https://hdl.handle.net/1721.1/137357