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A Differential Equation for Modeling Nesterov’s Accelerated Gradient Method:Theory and Insights
Differential Equation Modeling Nesterov’s Accelerated Gradient Method Theory Insights
2015/6/17
We derive a second-order ordinary differential equation (ODE), which is the limit of Nesterov’s accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov’s scheme and thus can...
A Differential Equation for Modeling Nesterov’s Accelerated Gradient Method:Theory and Insights
Nesterov’s accelerated scheme convex optimization first-order methods differential equation restarting
2015/6/17
We derive a second-order ordinary differential equation (ODE) which is the limit of Nesterov’s accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov’s scheme and thus can ...