Takayasu Matsuo

A Unified Discretization Framework for Differential Equation Approach with Lyapunov Arguments for Convex Optimization

The differential equation (DE) approach for convex optimization, which relates optimization methods to specific continuous DEs with rate-revealing Lyapunov functionals, has gained increasing interest since the seminal paper by Su--Boyd--Candès (2014). However, the approach still lacks a crucial comp…