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math.OC2019
Accelerated First-Order Methods: Differential Equations and Lyapunov Functions
Jonathan W. Siegel
We develop a theory of accelerated first-order optimization from the viewpoint of differential equations and Lyapunov functions. Building upon the previous work of many researchers…
math.OC2019
Accelerated Optimization With Orthogonality Constraints
Jonathan W. Siegel
We develop a generalization of Nesterov's accelerated gradient descent method which is designed to deal with orthogonality constraints. To demonstrate the effectiveness of our meth…