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math.OC2026
High-Resolution Inertial Dynamics with Time-Rescaled Gradients for Nonsmooth Convex Optimization
Manh Hung Le, Andrea Simonetto
We study nonsmooth convex minimization through a continuous-time dynamical system that can be seen as a high-resolution ODE of Nesterov Accelerated Gradient (NAG) adapted to the no…
math.OC2024
Nonlinear Optimization Filters for Stochastic Time-Varying Convex Optimization
Andrea Simonetto, Paolo Massioni
We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the in…