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In this paper, we consider gradient-type methods for convex positively homogeneous optimization problems with relative accuracy. An analogue of the accelerated universal gradient-type method for positively homogeneous optimization problems…

Optimization and Control · Mathematics 2021-12-14 Fedor S. Stonyakin , Seydamet S. Ablaev , Inna V. Baran

This paper presents enhancement strategies for the Hermitian and skew-Hermitian splitting method based on gradient iterations. The spectral properties are exploited for the parameter estimation, often resulting in a better convergence. In…

Numerical Analysis · Mathematics 2020-07-08 Qinmeng Zou , Frederic Magoules

We consider the long-term dynamics of the vanishing stepsize subgradient method in the case when the objective function is neither smooth nor convex. We assume that this function is locally Lipschitz and path differentiable, i.e., admits a…

Optimization and Control · Mathematics 2020-06-02 Jerome Bolte , Edouard Pauwels , Rodolfo Rios-Zertuche

We perform the first tight convergence analysis of the gradient method with varying step sizes when applied to smooth hypoconvex (weakly convex) functions. Hypoconvex functions are smooth nonconvex functions whose curvature is bounded and…

Optimization and Control · Mathematics 2022-06-22 Teodor Rotaru , François Glineur , Panagiotis Patrinos

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

We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…

Analysis of PDEs · Mathematics 2017-12-25 Daniel Matthes , Simon Plazotta

Based on SGD, previous works have proposed many algorithms that have improved convergence speed and generalization in stochastic optimization, such as SGDm, AdaGrad, Adam, etc. However, their convergence analysis under non-convex conditions…

Machine Learning · Computer Science 2024-02-05 Yichuan Deng , Zhao Song , Chiwun Yang

In this paper, we study the convergence rate of the gradient (or steepest descent) method with fixed step lengths for finding a stationary point of an $L$-smooth function. We establish a new convergence rate, and show that the bound may be…

Optimization and Control · Mathematics 2021-10-08 Hadi Abbaszadehpeivasti , Etienne de Klerk , Moslem Zamani

Recent works by Altschuler and Parrilo and the authors have shown that it is possible to accelerate the convergence of gradient descent on smooth convex functions, even without momentum, just by picking special stepsizes. In this paper, we…

Optimization and Control · Mathematics 2025-09-16 Benjamin Grimmer , Kevin Shu , Alex L. Wang

This paper reviews the gradient sampling methodology for solving nonsmooth, nonconvex optimization problems. An intuitively straightforward gradient sampling algorithm is stated and its convergence properties are summarized. Throughout this…

Optimization and Control · Mathematics 2018-05-01 James V. Burke , Frank E. Curtis , Adrian S. Lewis , Michael L. Overton , Lucas E. A. Simões

In this paper, we generalize the well-known Nesterov's accelerated gradient (AG) method, originally designed for convex smooth optimization, to solve nonconvex and possibly stochastic optimization problems. We demonstrate that by properly…

Optimization and Control · Mathematics 2013-10-15 Saeed Ghadimi , Guanghui Lan

In this paper, we combine the positive aspects of the Gradient Sampling (GS) and bundle methods, as the most efficient methods in nonsmooth optimization, to develop a robust method for solving unconstrained nonsmooth convex optimization…

Optimization and Control · Mathematics 2019-11-26 M. Maleknia , M. Shamsi

We prove the weak and the strong convergence of the trajectories of the continuous gradient projection method under some mild assumptions on the objective function and the step size function. Moreover, we estimate the decay rate to…

Optimization and Control · Mathematics 2018-10-30 Ramzi May

Gradient methods are widely used in optimization problems. In practice, while the smoothness parameter can be estimated utilizing techniques such as backtracking, estimating the strong convexity parameter remains a challenge; moreover, even…

Optimization and Control · Mathematics 2026-02-17 Xiaozhe Hu , Sara Pollock , Zhongqin Xue , Yunrong Zhu

We present a new gradient-like dynamical system related to unconstrained convex smooth multiobjective optimization which involves inertial effects and asymptotic vanishing damping. To the best of our knowledge, this system is the first…

Optimization and Control · Mathematics 2024-03-28 Konstantin Sonntag , Sebastian Peitz

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

Optimization and Control · Mathematics 2025-10-14 Abbas Khademi , Antonio Silveti-Falls

Variable metric proximal gradient methods with different metric selections have been widely used in composite optimization. Combining the Barzilai-Borwein (BB) method with a diagonal selection strategy for the metric, the diagonal BB…

Optimization and Control · Mathematics 2020-10-05 Tengteng Yu , Xin-Wei Liu , Yu-Hong Dai , Jie Sun

In view of solving convex optimization problems with noisy gradient input, we analyze the asymptotic behavior of gradient-like flows under stochastic disturbances. Specifically, we focus on the widely studied class of mirror descent schemes…

Optimization and Control · Mathematics 2017-09-21 Panayotis Mertikopoulos , Mathias Staudigl

Barzilai-Borwein (BB) steplength is a popular choice in gradient descent method. By observing that the two existing BB steplengths correspond to the ordinary and the data least squares, respectively, we employ the third kind of least…

Optimization and Control · Mathematics 2021-07-15 Shiru Li , Yong Xia

We show that the vanishing stepsize subgradient method -- widely adopted for machine learning applications -- can display rather messy behavior even in the presence of favorable assumptions. We establish that convergence of bounded…

Optimization and Control · Mathematics 2020-07-24 Rodolfo Rios-Zertuche