227. A Fast Extra-Gradient Method with Flexible Anchoring
Invited abstract in session TC-1: First-Order Methods for Structured Optimization and Sampling, stream Zeroth and first-order optimization methods.
Tuesday, 14:00-16:00Room: B100/1001
Authors (first author is the speaker)
| 1. | Enis Chenchene
|
| 2. | Radu Ioan Bot
|
| Faculty of Mathematics, University of Vienna |
Abstract
We introduce a novel Extra-Gradient method with anchoring governed by general parameters. Our method is derived from an explicit discretization of a dynamical system with Tikhonov regularization, which provides a theoretical foundation for analyzing its convergence properties. We establish strong convergence to specific points within the solution set, as well as convergence rates expressed in terms of the regularization parameters. Notably, our approach recovers the fast residual decay rate $O(k^{-1})$ for standard parameter choices. Numerical experiments highlight the competitiveness of the method and demonstrate how its flexible design enhances practical performance.
Keywords
- First-order optimization
Status: accepted
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