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By analyzing accelerated proximal gradient methods under a local quadratic growth condition, we show that restarting these algorithms at any frequency gives a globally linearly convergent algorithm. This result was previously known only for…

Optimization and Control · Mathematics 2019-10-04 Olivier Fercoq , Zheng Qu

Various types of parameter restart schemes have been proposed for accelerated gradient algorithms to facilitate their practical convergence in convex optimization. However, the convergence properties of accelerated gradient algorithms under…

Optimization and Control · Mathematics 2020-04-28 Yi Zhou , Zhe Wang , Kaiyi Ji , Yingbin Liang , Vahid Tarokh

Gradient restarting has been shown to improve the numerical performance of accelerated gradient methods. This paper provides a mathematical analysis to understand these advantages. First, we establish global linear convergence guarantees…

Optimization and Control · Mathematics 2025-05-28 Chenglong Bao , Liang Chen , Jiahong Li , Zuowei Shen

In this paper, we propose a new algorithm to speed-up the convergence of accelerated proximal gradient (APG) methods. In order to minimize a convex function $f(\mathbf{x})$, our algorithm introduces a simple line search step after each…

Machine Learning · Statistics 2014-06-19 Ziming Zhang , Venkatesh Saligrama

In this work, based on the continuous time approach, we propose an accelerated gradient method with adaptive residual restart for convex multiobjective optimization problems. For the first, we derive rigorously the continuous limit of the…

Optimization and Control · Mathematics 2025-02-06 Hao Luo , Liping Tang , Xinmin Yang

Recent works by Bot-Fadili-Nguyen (arXiv:2510.22715) and by Jang-Ryu (arXiv:2510.23513) resolve long-standing iterate convergence questions for accelerated (proximal) gradient methods. In particular, Bot-Fadili-Nguyen prove weak convergence…

Optimization and Control · Mathematics 2025-11-11 Walaa M. Moursi , Andrew Naguib , Viktor Pavlovic , Stephen A. Vavasis

First-order methods with momentum such as Nesterov's fast gradient method are very useful for convex optimization problems, but can exhibit undesirable oscillations yielding slow convergence rates for some applications. An adaptive…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

Accelerating the convergence of second-order optimization, particularly Newton-type methods, remains a pivotal challenge in algorithmic research. In this paper, we extend previous work on the \textbf{Quadratic Gradient (QG)} and rigorously…

Optimization and Control · Mathematics 2026-04-01 John Chiang

This paper studies accelerated gradient methods for nonconvex optimization with Lipschitz continuous gradient and Hessian. We propose two simple accelerated gradient methods, restarted accelerated gradient descent (AGD) and restarted heavy…

Optimization and Control · Mathematics 2023-04-27 Huan Li , Zhouchen Lin

Nesterov's accelerated gradient (AG) is a popular technique to optimize objective functions comprising two components: a convex loss and a penalty function. While AG methods perform well for convex penalties, such as the LASSO, convergence…

Optimization and Control · Mathematics 2024-01-04 Kai Yang , Masoud Asgharian , Sahir Bhatnagar

This paper investigates the convex optimization problem with general convex inequality constraints. To cope with this problem, a discrete-time algorithm, called augmented primal-dual gradient algorithm (Aug-PDG), is studied and analyzed. It…

Optimization and Control · Mathematics 2020-11-18 Min Meng , Xiuxian Li

In many modern machine learning applications, structures of underlying mathematical models often yield nonconvex optimization problems. Due to the intractability of nonconvexity, there is a rising need to develop efficient methods for…

Machine Learning · Computer Science 2017-05-16 Qunwei Li , Yi Zhou , Yingbin Liang , Pramod K. Varshney

This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More…

Optimization and Control · Mathematics 2023-10-03 Nikita Kornilov , Eduard Gorbunov , Mohammad Alkousa , Fedor Stonyakin , Pavel Dvurechensky , Alexander Gasnikov

This paper reveals that a common and central role, played in many error bound (EB) conditions and a variety of gradient-type methods, is a residual measure operator. On one hand, by linking this operator with other optimality measures, we…

Optimization and Control · Mathematics 2018-05-17 Hui Zhang

In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with…

Optimization and Control · Mathematics 2024-09-04 Hao Luo

Accelerated first order methods, also called fast gradient methods, are popular optimization methods in the field of convex optimization. However, they are prone to suffer from oscillatory behaviour that slows their convergence when medium…

Optimization and Control · Mathematics 2022-01-28 Teodoro Alamo , Pablo Krupa , Daniel Limon

Momentum methods such as Polyak's heavy ball (HB) method, Nesterov's accelerated gradient (AG) as well as accelerated projected gradient (APG) method have been commonly used in machine learning practice, but their performance is quite…

Machine Learning · Statistics 2019-08-20 Bugra Can , Mert Gurbuzbalaban , Lingjiong Zhu

This paper introduces new parameter-free first-order methods for convex optimization problems in which the objective function exhibits H\"{o}lder smoothness. Inspired by the recently proposed distance-over-gradient (DOG) technique, we…

Optimization and Control · Mathematics 2025-10-28 Yijin Ren , Haifeng Xu , Qi Deng

The goal of this paper is to reduce the total complexity of gradient-based methods for two classes of problems: affine-constrained composite convex optimization and bilinear saddle-point structured non-smooth convex optimization. Our…

Optimization and Control · Mathematics 2022-01-05 Qihang Lin , Yangyang Xu

Riemannian accelerated gradient methods have been well studied for smooth optimization, typically treating geodesically convex and geodesically strongly convex cases separately. However, their extension to nonsmooth problems on manifolds…

Optimization and Control · Mathematics 2025-09-29 Shuailing Feng , Yuhang Jiang , Wen Huang , Shihui Ying
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