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math.OC2022
Whiplash Gradient Descent Dynamics
Subhransu S. Bhattacharjee, Ian R. Petersen
In this paper, we propose the Whiplash Inertial Gradient dynamics, a closed-loop optimization method that utilises gradient information, to find the minima of a cost function in fi…
math.OC2021★ 1 cited
A closed loop gradient descent algorithm applied to Rosenbrock's function
Subhransu Bhattacharjee, Ian Petersen
We introduce a novel adaptive damping technique for an inertial gradient system which finds application as a gradient descent algorithm for unconstrained optimisation. In an exampl…