论文标题

遵循流量:近端流动的多步骤方法

Follow the flow: Proximal flow inspired multi-step methods

论文作者

Huang, Yushen, Sun, Yifan

论文摘要

我们研究了一个近似多步近端方法的家族,通过梯度流的隐式线性离散加速。结果方法是多步近端方法,每个更新中的计算成本与近端方法相似。我们探索了几种优化方法,其中应用近似多步近端方法可改善收敛行为。我们认为这是近似梯度流中截断误差降低的结果

We investigate a family of approximate multi-step proximal point methods, accelerated by implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each update as the proximal point method. We explore several optimization methods where applying an approximate multistep proximal points method results in improved convergence behavior. We argue that this is the result of the lowering of truncation error in approximating gradient flow

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