# 动力系统与优化算法

ODE的角度优化算法

Reference

[1] 视察国机二院，（大雾）

[2] 段子主体来源于知乎某回答，然而实在找不着了

[3] A. A. Brown and M. C. Bartholomew-Biggs. Some effective methods for unconstrained optimization

based on the solution of systems of ordinary differential equations. Journal of

Optimization Theory and Applications, 62(2):211–224, 1989.

[4] Y. Nesterov. A method of solving a convex programming problem with convergence rate

O(1/k2). In Soviet Mathematics Doklady, volume 27, pages 372–376, 1983.

[5] 常见的关于momentum的误解（上）, https://zhuanlan.zhihu.com/p/35323828

[6] A. C. Wilson, B. Recht, and M. I. Jordan. A Lyapunov analysis of momentum methods in optimization. arXiv:1611.02635v1 [math.OC] 8 Nov 2016.

[7] A. Wibisono, A. C. Wilson, and M. I. Jordan, A variational perspective on accelerated methods in optimization, Proceedings of the National Academy of Sciences, 133 (2016), pp. E7351–E7358.

[8] Walid Krichene, Alexandre Bayen, and Peter Bartlett. Accelerated mirror descent in continuous and discrete time. In Advances in Neural Information Processing Systems (NIPS) 29, 2015.

Xavier，本科就读于加州大学伯克利分校，应用数学和统计学双专业。目前于芝加哥大学就读计算数学专业博士。本科阶段的学习和研究主要集中于偏微分方程的数值解以及医学图像分析。博士阶段主要兴趣是非凸优化及其在机器学习中的应用，以及计算机视觉的相关问题。

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