A Continuous-time Perspective for Modeling Acceleration in Riemannian Optimization

Foivos Alimisis, Antonio Orvieto, Gary Bécigneul, Aurélien Lucchi

Abstract: We propose a novel second-order ODE as the continuous-time limit of a Riemannian accelerated gradient-based method on a manifold with curvature bounded from below. This ODE can be seen as a general...