A Control Perspective on Optimization of Strongly Convex Functions
Video: https://vimeo.com/158060000 We present our recent progress on adopting control tools for optimization of strongly convex functions. First, built upon the existing integral quadratic constraint (IQC) analysis framework of first-order optimization methods, we further develop an IQC approach to analyze the stochastic average gradient (SAG) method. The SAG method is …