LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Global Convergence and Asymptotic Optimality of the Heavy Ball Method for a Class of Nonconvex Optimization Problems

Photo by guillaumedegermain from unsplash

In this letter we revisit the famous heavy ball method and study its global convergence for a class of non-convex problems with sector-bounded gradient. We characterize the parameters that render… Click to show full abstract

In this letter we revisit the famous heavy ball method and study its global convergence for a class of non-convex problems with sector-bounded gradient. We characterize the parameters that render the method globally convergent and yield the best $R$ -convergence factor. We show that for this family of functions, this convergence factor is superior to the factor obtained from the triple momentum method.

Keywords: heavy ball; global convergence; class; convergence; ball method

Journal Title: IEEE Control Systems Letters
Year Published: 2022

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.