SCO seminar - Juan José Maulén Muñoz

Title: About the inclusion of a Hessian term in gradient flow dynamics

Abstract: 

In this talk, we will explore second order continuous dynamics involving the gradient of a convex function. These dynamics can be seen as continuous time counterparts of accelerated optimization algorithms. Some recent works have shown that the inclusion of a Hessian term on the dynamics preserves asymptotic properties and also stabilizes the convergence. We will discuss some research directions that show further benefits of the inclusion of second order information, such as enhancing restart schemes and addressing constrained optimization problems.