The connections between Lyapunov functions for some optimization
algorithms and differential equations

v1v2 (latest)

The connections between Lyapunov functions for some optimization algorithms and differential equations

SIAM Journal on Numerical Analysis (SINUM), 2020

1 September 2020

ArXiv (abs)PDF HTML

Papers citing "The connections between Lyapunov functions for some optimization algorithms and differential equations"

5 / 5 papers shown

Title
Randomised Splitting Methods and Stochastic Gradient Descent Luke Shaw Peter A. Whalley 249 2 0 05 Apr 2025
On the connections between optimization algorithms, Lyapunov functions, and differential equations: theory and insightsSIAM Journal on Optimization (SIOPT), 2023 P. Dobson J. Sanz-Serna K. Zygalakis 210 5 0 15 May 2023
A Continuized View on Nesterov Acceleration for Stochastic Gradient Descent and Randomized Gossip Mathieu Even Raphael Berthier Francis R. Bach Nicolas Flammarion Pierre Gaillard Aymeric Dieuleveut Laurent Massoulié Adrien B. Taylor 229 24 0 10 Jun 2021
Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equationsJournal of machine learning research (JMLR), 2021 J. Sanz-Serna K. Zygalakis 204 27 0 26 Apr 2021
Revisiting the Role of Euler Numerical Integration on Acceleration and Stability in Convex OptimizationInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2021 Peiyuan Zhang Antonio Orvieto Hadi Daneshmand Thomas Hofmann Roy S. Smith 107 11 0 23 Feb 2021