3 papers
math.PR2024
Asymptotic Bounds and Online Algorithms for Average-Case Matrix Discrepancy
Dmitriy Kunisky, Timm Oertel, Nicola Wengiel +1
We study the matrix discrepancy problem in the average-case setting. Given a sequence of symmetric matrices , its discrepancy is defined as the minimal…
math.OC2021
Rethinking the Variational Interpretation of Nesterov's Accelerated Method
Peiyuan Zhang, Antonio Orvieto, Hadi Daneshmand
The continuous-time model of Nesterov's momentum provides a thought-provoking perspective for understanding the nature of the acceleration phenomenon in convex optimization. One of…
math.OC2021
Revisiting the Role of Euler Numerical Integration on Acceleration and Stability in Convex Optimization
Peiyuan Zhang, Antonio Orvieto, Hadi Daneshmand +2
Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order…