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Bibliographic Details
Main Authors: Liu, Hailiang, Tian, Xuping
Format: Preprint
Published: 2022
Subjects:
Online Access:https://arxiv.org/abs/2203.12199
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Table of Contents:
  • This paper investigates a novel gradient algorithm, AGEM, using both energy and momentum, for addressing general non-convex optimization problems. The solution properties of the AGEM algorithm, including aspects such as uniformly boundedness and convergence to critical points, are examined. The dynamic behavior is studied through a comprehensive analysis of a high-resolution ODE system. This ODE system, being nonlinear, is derived by taking the limit of the discrete scheme while preserving the momentum effect through a rescaling of the momentum parameter. The paper emphasizes the global well-posedness of the ODE system and the time-asymptotic convergence of solution trajectories. Furthermore, we establish a linear convergence rate for objective functions that adhere to the Polyak-Łojasiewicz condition.