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math.OC2021
Convergence rates for the Heavy-Ball continuous dynamics for non-convex optimization, under Polyak-Łojasiewicz condition
Vassilis Apidopoulos, Nicolò Ginatta, Silvia Villa
We study convergence of the trajectories of the Heavy Ball dynamical system, with constant damping coefficient, in the framework of convex and non-convex smooth optimization. By us…
math.OC2021
Zeroth order optimization with orthogonal random directions
David Kozak, Cesare Molinari, Lorenzo Rosasco +2
We propose and analyze a randomized zeroth-order approach based on approximating the exact gradient byfinite differences computed in a set of orthogonal random directions that chan…