• Corpus ID: 251040598

A Continuous-Time Perspective on Optimal Methods for Monotone Equation Problems

  title={A Continuous-Time Perspective on Optimal Methods for Monotone Equation Problems},
  author={Tianyi Lin and Michael I. Jordan},
We study rescaled gradient dynamical systems in a Hilbert space H , where implicit discretization in a finite-dimensional Euclidean space leads to high-order methods for solving monotone equations (MEs). Our framework can be interpreted as a natural generalization of celebrated dual extrapolation method [Nesterov, 2007] from first order to high order via appeal to the regularization toolbox of optimization theory [Nesterov, 2021a,b]. More specifically, we establish the existence and uniqueness of… 



Dual extrapolation and its applications to solving variational inequalities and related problems

  • Y. Nesterov
  • Mathematics, Computer Science
    Math. Program.
  • 2007
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