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Ever since the original algorithm by Nesterov (1983), the true nature of the acceleration phenomenon has remained elusive, with various interpretations of why the method is actually faster. The diagnosis of the algorithm through the lens of…

Systems and Control · Electrical Eng. & Systems 2025-09-24 M Parimi , Rachit Mehra , S. R. Wagh , Amol Yerudkar , Navdeep Singh

This paper considers the distributed optimization problem over a network, where the objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. We develop an Accelerated…

Optimization and Control · Mathematics 2020-06-02 Guannan Qu , Na Li

Motivated by applications to distributed optimization over networks and large-scale data processing in machine learning, we analyze the deterministic incremental aggregated gradient method for minimizing a finite sum of smooth functions…

Optimization and Control · Mathematics 2018-01-16 Mert Gurbuzbalaban , Asuman Ozdaglar , Pablo Parrilo

We study the so-called distributed two-time-scale gradient method for solving convex optimization problems over a network of agents when the communication bandwidth between the nodes is limited, and so information that is exchanged between…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Marcos M. Vasconcelos , Thinh T. Doan , Urbashi Mitra

We propose a new first-order optimization algorithm -- AcceleratedGradient-OptimisticGradient (AG-OG) Descent Ascent -- for separable convex-concave minimax optimization. The main idea of our algorithm is to carefully leverage the structure…

Optimization and Control · Mathematics 2023-08-16 Chris Junchi Li , Angela Yuan , Gauthier Gidel , Quanquan Gu , Michael I. Jordan

We derive a second-order ordinary differential equation (ODE) which is the limit of Nesterov's accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov's scheme and thus can serve as a tool for analysis. We show…

Machine Learning · Statistics 2015-10-29 Weijie Su , Stephen Boyd , Emmanuel J. Candes

We propose a class of \textit{Euler-Lagrange} equations indexed by a pair of parameters ($\alpha,r$) that generalizes Nesterov's accelerated gradient methods for convex ($\alpha=1$) and strongly convex ($\alpha=0$) functions from a…

Optimization and Control · Mathematics 2025-08-19 Xu Cheng , Jiaqi Liu , Zaijiu Shang

Nonnegative matrix factorization has been widely applied in face recognition, text mining, as well as spectral analysis. This paper proposes an alternating proximal gradient method for solving this problem. With a uniformly positive lower…

Information Theory · Computer Science 2013-02-12 Yangyang Xu

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

We analyze the convergence rate of a family of inertial algorithms, which can be obtained by discretization of an inertial system with Hessian-driven damping. We recover a convergence rate, up to a factor of 2 speedup upon Nesterov's…

Optimization and Control · Mathematics 2025-02-25 Zepeng Wang , Juan Peypouquet

We derive efficient algorithms to compute weakly Pareto optimal solutions for smooth, convex and unconstrained multiobjective optimization problems in general Hilbert spaces. To this end, we define a novel inertial gradient-like dynamical…

Optimization and Control · Mathematics 2022-07-27 Konstantin Sonntag , Sebastian Peitz

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

Part I of this work [Gao25] establishes online scaled gradient methods (OSGM), a framework that utilizes online convex optimization to adapt stepsizes in gradient methods. This paper focuses on the practical aspects of OSGM. We leverage the…

Optimization and Control · Mathematics 2025-10-08 Ya-Chi Chu , Wenzhi Gao , Yinyu Ye , Madeleine Udell

We study first-order methods for convex optimization problems with functions $f$ satisfying the recently proposed $\ell$-smoothness condition $||\nabla^{2}f(x)|| \le \ell\left(||\nabla f(x)||\right),$ which generalizes the $L$-smoothness…

Optimization and Control · Mathematics 2026-05-22 Alexander Tyurin

We study the convergence of Nesterov Accelerated Gradient (NAG) minimization algorithmapplied to a class of non convex functions called strongly quasar convex functions. We show thatNAG can achieve an accelerated convergence speed at the…

Optimization and Control · Mathematics 2026-05-27 Julien Hermant , Jean-François Aujol , Charles Dossal , Aude Rondepierre

We analyze continuous-time models of accelerated gradient methods through deriving conservation laws in dilated coordinate systems. Namely, instead of analyzing the dynamics of $X(t)$, we analyze the dynamics of $W(t)=t^\alpha(X(t)-X_c)$…

Optimization and Control · Mathematics 2022-06-27 Jaewook J. Suh , Gyumin Roh , Ernest K. Ryu

In the first part of the paper we consider accelerated first order optimization method for convex functions with $L$-Lipschitz-continuous gradient, that is able to automatically adapts to problems which satisfies Polyak-{\L}ojasiewicz…

Optimization and Control · Mathematics 2020-06-17 Nazarii Tupitsa

This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed…

Optimization and Control · Mathematics 2022-11-21 Yuto Watanabe , Kazunori Sakurama

Several new accelerated methods in minimax optimization and fixed-point iterations have recently been discovered, and, interestingly, they rely on a mechanism distinct from Nesterov's momentum-based acceleration. In this work, we show that…

Optimization and Control · Mathematics 2025-03-19 TaeHo Yoon , Ernest K. Ryu

Nesterov's Accelerated Gradient (NAG) for optimization has better performance than its continuous time limit (noiseless kinetic Langevin) when a finite step-size is employed \citep{shi2021understanding}. This work explores the sampling…

Machine Learning · Computer Science 2022-06-22 Ruilin Li , Hongyuan Zha , Molei Tao