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math.OC2024
An online optimization algorithm for tracking a linearly varying optimal point with zero steady-state error
Alex Xinting Wu, Ian R. Petersen, Valery Ugrinovskii +1
In this paper, we develop an online optimization algorithm for solving a class of nonconvex optimization problems with a linearly varying optimal point. The global convergence of t…
math.OC2022
Global convergence and asymptotic optimality of the heavy ball method for a class of non-convex optimization problems
Valery Ugrinovskii, Ian R. Petersen, Iman Shames
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 paramet…