English

$\beta$-High Resolution ODE and Phase Transition between NAG-SC and Heavy Ball Method

Optimization and Control 2020-04-08 v1 Classical Analysis and ODEs

Abstract

In this paper, we study the convergence properties of an algorithm that can be viewed as an interpolation between two gradient based optimization methods, Nesterov's acceleration method for strongly convex functions (NAG(NAG-SC)SC) and Polyak's heavy ball method. Recent Progress has been made on using High-Resolution ordinary differential equations (ODEs) to distinguish these two fundamentally different methods. The key difference between them can be attributed to the gradient correction term, which is reflected by the Hessian term in the High-Resolution ODE. Our goal is to understand how this term can affect the convergence rate and the choice of our step size. To achieve this goal, we introduce the notion of β\beta-High Resolution ODE, 0β10\leq \beta\leq 1 and prove that within certain range of step size, there is a phase transition happening at βc\beta_c. When βcβ1\beta_c\leq\beta\leq 1, the algorithm associated with β\beta-High Resolution ODE have the same convergence rate as NAG-SC. When 0ββc0\leq \beta\leq \beta_c, this algorithm will have the slower convergence rate than NAG-SC.

Cite

@article{arxiv.2004.03121,
  title  = {$\beta$-High Resolution ODE and Phase Transition between NAG-SC and Heavy Ball Method},
  author = {Da Wu},
  journal= {arXiv preprint arXiv:2004.03121},
  year   = {2020}
}

Comments

18 pages. First Draft

R2 v1 2026-06-23T14:42:11.443Z