In trying to understand how continuous time interpretations can help optimization research, I find myself doing a lot of "recreating the wheel", but in a nontrivial way; I am getting these proofs that I'm sure are standard knowledge, but it's not like we learned them back when we were kids. So I'm going to try … Continue reading Some proofs of continuous time things →

Post by Yifan Sun I have recently been caught up in the flurry of analyzing popular convex optimization problems as discretizations of continuous ODEs, with the objective of simplifying convergence analysis and constructing better methods. This "flurry" is by no means recent, with a somewhat "but we always knew this" vibe, and is by no … Continue reading Convergence proofs III: Continuous time interpretation →