Short Paper - Quadratic minimization: from conjugate gradient to an adaptive Polyak’s momentum method with Polyak step-sizes
In this work, we propose an adaptive variation on the classical Heavy-ball method for convex quadratic minimization. The adaptivity crucially relies on so-called “Polyak step-sizes”, which consists of using the knowledge of the optimal value of the optimization problem at hand instead of problem par...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Université de Montpellier
2024-11-01
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| Series: | Open Journal of Mathematical Optimization |
| Subjects: | |
| Online Access: | https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.36/ |
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