TL;DR采用基于哈密顿视角的方法,将 Nesterov 加速梯度下降法和 Polyak 重球方法泛化为广泛的动量方法,得到了无限制约束的最小化问题的一般性和统一性收敛分析,具有直观的时间变化哈密顿量和守恒量。
Abstract
We take a hamiltonian-based perspective to generalize Nesterov's accelerated
gradient descent and polyak's heavy ball method to a broad class of momentum
methods in the setting of (possibly) constrained minimizat