论文标题

加速优化流的资源感知的离散化

Resource-Aware Discretization of Accelerated Optimization Flows

论文作者

Vaquero, Miguel, Mestres, Pol, Cortés, Jorge

论文摘要

本文解决了离散加速优化流的问题,同时保留其收敛性。受资源感知控制在开发有效的闭环反馈实现方面的成功启发,我们将系统的最后一个采样状态视为要注意的资源。通过设计,由此产生的可变插入离散算法保留了其连续时间对应物的Lyapunov证书所需的减少。我们的算法设计采用了来自资源感知控制的各种概念和技术,在当前情况下,它们具有有趣的并行性,并具有离散的优化算法实现。其中包括基于导数和基于性能的触发器,以监视Lyapunov函数的演变,以确定算法步骤尺寸,利用采样信息以增强算法性能,并使用更准确的原始动力集成器使用高级订单。在整篇文章中,我们在新引入的连续时间动力学上说明了我们的方法,该动态被称为重力动态,但此处提出的想法对其他赋予了Lyapunov证书的全球其他渐近稳定的流量具有广泛的适用性。

This paper tackles the problem of discretizing accelerated optimization flows while retaining their convergence properties. Inspired by the success of resource-aware control in developing efficient closed-loop feedback implementations on digital systems, we view the last sampled state of the system as the resource to be aware of. The resulting variable-stepsize discrete-time algorithms retain by design the desired decrease of the Lyapunov certificate of their continuous-time counterparts. Our algorithm design employs various concepts and techniques from resource-aware control that, in the present context, have interesting parallelisms with the discrete-time implementation of optimization algorithms. These include derivative- and performance-based triggers to monitor the evolution of the Lyapunov function as a way of determining the algorithm stepsize, exploiting sampled information to enhance algorithm performance, and employing high-order holds using more accurate integrators of the original dynamics. Throughout the paper, we illustrate our approach on a newly introduced continuous-time dynamics termed heavy-ball dynamics with displaced gradient, but the ideas proposed here have broad applicability to other globally asymptotically stable flows endowed with a Lyapunov certificate.

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