We propose an optimization method obtained by the approximation of a novel discretization approach for gradient dynamics recently proposed by the authors. It is shown that the proposed algorithm ensures convergence for all amplitudes of the step size, contrarily to classical implementations.

A gradient descent algorithm built on approximate discrete gradients / Moreschini, A.; Mattioni, M.; Monaco, S.; Normand-Cyrot, D.. - (2022), pp. 343-348. (Intervento presentato al convegno 26th International Conference on System Theory, Control and Computing, ICSTCC 2022 tenutosi a Sinaia; Romania) [10.1109/ICSTCC55426.2022.9931872].

A gradient descent algorithm built on approximate discrete gradients

Moreschini A.
;
Mattioni M.;Monaco S.;
2022

Abstract

We propose an optimization method obtained by the approximation of a novel discretization approach for gradient dynamics recently proposed by the authors. It is shown that the proposed algorithm ensures convergence for all amplitudes of the step size, contrarily to classical implementations.
2022
26th International Conference on System Theory, Control and Computing, ICSTCC 2022
Modeling; Nonlinear Systems; Optimization; Simulation and CAD Tools
04 Pubblicazione in atti di convegno::04b Atto di convegno in volume
A gradient descent algorithm built on approximate discrete gradients / Moreschini, A.; Mattioni, M.; Monaco, S.; Normand-Cyrot, D.. - (2022), pp. 343-348. (Intervento presentato al convegno 26th International Conference on System Theory, Control and Computing, ICSTCC 2022 tenutosi a Sinaia; Romania) [10.1109/ICSTCC55426.2022.9931872].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1661441
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