A review synthesizing ODE approximations and Lyapunov techniques for analyzing acceleration in Nesterov, FISTA, ADMM, PDHG, and minimax optimization.
Understanding the PDHG algorithm v ia high-resolution dif- ferential equations
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Modern Theory of Gradient-Based Optimization
A review synthesizing ODE approximations and Lyapunov techniques for analyzing acceleration in Nesterov, FISTA, ADMM, PDHG, and minimax optimization.