A Derivation of Nesterov's Accelerated Gradient Algorithm from Optimal Control Theory
Work
Year: 2022
Type: preprint
Abstract: Nesterov's accelerated gradient algorithm is derived from first principles. The first principles are founded on the recently-developed optimal control theory for optimization. This theory frames an op... more
Source: arXiv (Cornell University)
Author I. M. Ross
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Related to: 10
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Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: bronze