English

A Geometric Structure of Acceleration and Its Role in Making Gradients Small Fast

Optimization and Control 2021-11-05 v3

Abstract

Since Nesterov's seminal 1983 work, many accelerated first-order optimization methods have been proposed, but their analyses lacks a common unifying structure. In this work, we identify a geometric structure satisfied by a wide range of first-order accelerated methods. Using this geometric insight, we present several novel generalizations of accelerated methods. Most interesting among them is a method that reduces the squared gradient norm with O(1/K4)\mathcal{O}(1/K^4) rate in the prox-grad setup, faster than the O(1/K3)\mathcal{O}(1/K^3) rates of Nesterov's FGM or Kim and Fessler's FPGM-m.

Keywords

Cite

@article{arxiv.2106.10439,
  title  = {A Geometric Structure of Acceleration and Its Role in Making Gradients Small Fast},
  author = {Jongmin Lee and Chanwoo Park and Ernest K. Ryu},
  journal= {arXiv preprint arXiv:2106.10439},
  year   = {2021}
}