Related papers: Heavy-ball Differential Equation Achieves $O(\vare…
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…
We propose a new first-order method for minimizing nonconvex functions with Lipschitz continuous gradients and H\"older continuous Hessians. The proposed algorithm is a heavy-ball method equipped with two particular restart mechanisms. It…
For first-order optimization of non-convex functions with Lipschitz continuous gradient and Hessian, the best known complexity for reaching an $\varepsilon$-approximation of a stationary point is $\mathcal{O}(\varepsilon^{-7/4})$. Existing…
We present an accelerated gradient method for non-convex optimization problems with Lipschitz continuous first and second derivatives. The method requires time $O(\epsilon^{-7/4} \log(1/ \epsilon) )$ to find an $\epsilon$-stationary point,…
In this work, we investigate a second-order dynamical system with Hessian-driven damping tailored for a class of nonconvex functions called strongly quasiconvex. Buil\-ding upon this continuous-time model, we derive two discrete-time…
Gradient-based optimization algorithms can be studied from the perspective of limiting ordinary differential equations (ODEs). Motivated by the fact that existing ODEs do not distinguish between two fundamentally different…
We examine the behavior of accelerated gradient methods in smooth nonconvex unconstrained optimization, focusing in particular on their behavior near strict saddle points. Accelerated methods are iterative methods that typically step along…
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…
Lower-bound analyses for nonconvex strongly-concave minimax optimization problems have shown that stochastic first-order algorithms require at least $\mathcal{O}(\varepsilon^{-4})$ oracle complexity to find an $\varepsilon$-stationary…
In a Hilbert setting, we develop a gradient-based dynamic approach for fast solving convex optimization problems. By applying time scaling, averaging, and perturbation techniques to the continuous steepest descent (SD), we obtain…
We propose a quasi-Newton-type method for nonconvex optimization with Lipschitz continuous gradients and Hessians. The algorithm finds an $\varepsilon$-stationary point within $\tilde{\mathrm{O}}(d^{1/4} \varepsilon^{-13/8})$ gradient…
The Heavy Ball Method, proposed by Polyak over five decades ago, is a first-order method for optimizing continuous functions. While its stochastic counterpart has proven extremely popular in training deep networks, there are almost no known…
Momentum based stochastic gradient methods such as heavy ball (HB) and Nesterov's accelerated gradient descent (NAG) method are widely used in practice for training deep networks and other supervised learning models, as they often provide…
Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…
Accelerated gradient methods like Nesterov's Accelerated Gradient (NAG) achieve faster convergence on well-conditioned problems but often diverge on ill-conditioned or non-convex landscapes due to aggressive momentum accumulation. We…
The adaptive stochastic gradient descent (SGD) with momentum has been widely adopted in deep learning as well as convex optimization. In practice, the last iterate is commonly used as the final solution to make decisions. However, the…
We develop optimization methods which offer new trade-offs between the number of gradient and Hessian computations needed to compute the critical point of a non-convex function. We provide a method that for any twice-differentiable $f\colon…
Heavy Ball (HB) nowadays is one of the most popular momentum methods in non-convex optimization. It has been widely observed that incorporating the Heavy Ball dynamic in gradient-based methods accelerates the training process of modern…
This paper deals with a natural stochastic optimization procedure derived from the so-called Heavy-ball method differential equation, which was introduced by Polyak in the 1960s with his seminal contribution [Pol64]. The Heavy-ball method…
We study stochastic gradient descent (SGD) and the stochastic heavy ball method (SHB, otherwise known as the momentum method) for the general stochastic approximation problem. For SGD, in the convex and smooth setting, we provide the first…