@inproceedings{9379335e358c40689b39d48baae30c29,
title = "A Closed Loop Gradient Descent Algorithm applied to Rosenbrock's function",
abstract = "We introduce a novel adaptive damping technique for an inertial gradient system which finds application as a gradient descent algorithm for unconstrained optimisation. In an example using the non-convex Rosenbrock's function, we show an improvement on existing momentum-based gradient optimisation methods. Also using Lyapunov stability analysis, we demonstrate the performance of the continuous-time version of the algorithm. Using numerical simulations, we consider the performance of its discrete-time counterpart obtained by using the symplectic Euler method of discretisation.",
keywords = "Learning Systems, Nonlinear Systems and Control, Time-varying Systems",
author = "Bhattacharjee, \{Subhransu S.\} and Petersen, \{Ian R.\}",
note = "Publisher Copyright: {\textcopyright} 2021 IEEE.; 2021 Australian and New Zealand Control Conference, ANZCC 2021 ; Conference date: 25-11-2021 Through 26-11-2021",
year = "2021",
doi = "10.1109/ANZCC53563.2021.9628258",
language = "English",
series = "2021 Australian and New Zealand Control Conference, ANZCC 2021",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "137--142",
booktitle = "2021 Australian and New Zealand Control Conference, ANZCC 2021",
address = "United States",
}