A speed restart scheme for a dynamics with Hessian driven damping
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Abstract (arXiv)
In this paper, we analyze a speed restarting scheme for the dynamical system given by ddotx(t) + dfracαtdotx(t) + nabla φ(x(t)) + β nabla2 φ(x(t))dotx(t)=0, where α and β are positive parameters, and φ:ℝn → ℝ is a smooth convex function. If φ has quadratic growth, we establish a linear convergence rate for the function values along the restarted trajectories. As a byproduct, we improve the results obtained by Su, Boyd and Cand`es citeJMLR:v17:15-084, obtained in the strongly convex case for α=3 and β=0. Preliminary numerical experiments suggest that both adding a positive Hessian driven damping parameter β, and implementing the restart scheme help improve the performance of the dynamics and corresponding iterative algorithms as means to approximate minimizers of φ.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). First posted on arXiv 28 Jan 2023.
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