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Convergence rates for the Heavy-Ball continuous dynamics for non-convex optimization, under Polyak-Łojasiewicz condition (2107.10123v2)

Published 21 Jul 2021 in math.OC

Abstract: We study convergence of the trajectories of the Heavy Ball dynamical system, with constant damping coefficient, in the framework of convex and non-convex smooth optimization. By using the Polyak-{\L}ojasiewicz condition, we derive new linear convergence rates for the associated trajectory, in terms of objective function values, without assuming uniqueness of the minimizer.

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