Corpus ID: 209377022

A Control-Theoretic Perspective on Optimal High-Order Optimization

@article{Lin2019ACP,
  title={A Control-Theoretic Perspective on Optimal High-Order Optimization},
  author={Tianyi Lin and Michael I. Jordan},
  journal={ArXiv},
  year={2019},
  volume={abs/1912.07168}
}
  • Tianyi Lin, Michael I. Jordan
  • Published 2019
  • Mathematics, Computer Science
  • ArXiv
  • In this paper, we provide a control-theoretic perspective on optimal tensor optimization algorithms for minimizing a convex function in a finite-dimensional Euclidean space. Given a function $\Phi: \mathbb{R}^d \rightarrow \mathbb{R}$ that is convex and twice-continuously differentiable, we study an ordinary differential equation (ODE) that is governed by the gradient operator $\nabla \Phi$ and a positive control parameter $\lambda(t)$ that tends to infinity as $t \rightarrow +\infty$. The… CONTINUE READING

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