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math.OC2017
A Robust Accelerated Optimization Algorithm for Strongly Convex Functions
Saman Cyrus, Bin Hu, Bryan Van Scoy +1
This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parame…
math.OC2017★ 17 cited
Dissipativity Theory for Nesterov's Accelerated Method
Bin Hu, Laurent Lessard
In this paper, we adapt the control theoretic concept of dissipativity theory to provide a natural understanding of Nesterov's accelerated method. Our theory ties rigorous converge…