# First-order optimization algorithms via inertial systems with Hessian driven damping

arXiv: https://arxiv.org/abs/1907.10536 · HTML: https://mlsanity.com/paper/1907.10536/

## Key facts

- Cited by 22 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 24 Jul 2019.

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## Abstract (arXiv)

In a Hilbert space setting, for convex optimization, we analyze the convergence rate of a class of first-order algorithms involving inertial features. They can be interpreted as discrete time versions of inertial dynamics involving both viscous and Hessian-driven dampings. The geometrical damping driven by the Hessian intervenes in the dynamics in the form nabla2 f (x(t)) dotx (t). By treating this term as the time derivative of  nabla f (x (t)) , this gives, in discretized form, first-order algorithms in time and space. In addition to the convergence properties attached to Nesterov-type accelerated gradient methods, the algorithms thus obtained are new and show a rapid convergence towards zero of the gradients. On the basis of a regularization technique using the Moreau envelope, we extend these methods to non-smooth convex functions with extended real values. The introduction of time scale factors makes it possible to further accelerate these algorithms. We also report numerical results on structured problems to support our theoretical findings.
