Control systems analysis of Continuous Time Nesterov Optimization Algorithm applied to Rosenbrock's function.

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Description

This project involves considering the continuous time version of the Nesterov optimization algorithm described in the paper

 

 W. Su, S. Boyd and E.J. Candes, A Differential Equation for Modeling Nesterov’s Accelerated Gradient Method: Theory and Insights.  Journal of Machine Learning Research 17 (2016) 1-43.

 

when applied to Rosenbrock's nonconvex performance function. The project will involve analysing the system using simulation methods such as simulink as well as using control theory methods. Students considering this project should have successfully completed ENGN3223. 

Updated:  10 August 2021/Responsible Officer:  Dean, CECS/Page Contact:  CECS Marketing