A Speed Restart Scheme for a Dynamical System with Hessian-Driven Damping and Three Constant Coefficients

Abstract

In this paper, we study a speed restart scheme for an inertial system with Hessian-driven damping. We establish a linear convergence rate for the function values along the restarted trajectories without assuming the strong convexity of the objective function. Our numerical experiments show improvements in the convergence rates, both for the continuous-time dynamics, and when applied to inertial algorithms as a heuristic