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We study accelerated optimization methods in the Gaussian phase retrieval problem. In this setting, we prove that gradient methods with Polyak or Nesterov momentum have similar implicit regularization to gradient descent. This implicit…

Optimization and Control · Mathematics 2023-11-23 Tyler Maunu , Martin Molina-Fructuoso

We consider the problem of minimizing the sum of two convex functions: one is smooth and given by a gradient oracle, and the other is separable over blocks of coordinates and has a simple known structure over each block. We develop an…

Optimization and Control · Mathematics 2014-07-07 Qihang Lin , Zhaosong Lu , Lin Xiao

RMSProp and ADAM continue to be extremely popular algorithms for training neural nets but their theoretical convergence properties have remained unclear. Further, recent work has seemed to suggest that these algorithms have worse…

Machine Learning · Computer Science 2018-11-22 Soham De , Anirbit Mukherjee , Enayat Ullah

Accelerated algorithms have broad applications in large-scale optimization, due to their generality and fast convergence. However, their stability in the practical setting of noise-corrupted gradient oracles is not well-understood. This…

Optimization and Control · Mathematics 2018-08-01 Michael B. Cohen , Jelena Diakonikolas , Lorenzo Orecchia

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

Optimization and Control · Mathematics 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

We study the convergence rate of first-order methods for rectangular matrix factorization, which is a canonical nonconvex optimization problem. Specifically, given a rank-$r$ matrix $\mathbf{A}\in\mathbb{R}^{m\times n}$, we prove that…

Machine Learning · Computer Science 2024-12-03 Zhenghao Xu , Yuqing Wang , Tuo Zhao , Rachel Ward , Molei Tao

In this paper, we revisit stochastic gradient descent (SGD) with AdaGrad-type preconditioning. Our contributions are twofold. First, we develop a unified convergence analysis of SGD with adaptive preconditioning under anisotropic or matrix…

Machine Learning · Computer Science 2025-07-01 Dmitry Kovalev

Parameter-Efficient Fine-Tuning (PEFT) method has emerged as a dominant paradigm for adapting pre-trained GNN models to downstream tasks. However, existing PEFT methods usually exhibit significant vulnerability to various noise and attacks…

Machine Learning · Computer Science 2026-01-05 Ziyan Zhang , Bo Jiang , Jin Tang

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

We develop a theoretical foundation for the application of Nesterov's accelerated gradient descent method (AGD) to the approximation of solutions of a wide class of partial differential equations (PDEs). This is achieved by proving the…

Numerical Analysis · Mathematics 2021-02-03 Jea-Hyun Park , Abner J. Salgado , Steven M. Wise

The projected gradient descent (PGD) method has shown to be effective in recovering compressed signals described in a data-driven way by a generative model, i.e., a generator which has learned the data distribution. Further reconstruction…

Machine Learning · Computer Science 2021-09-03 Muhammad Fadli Damara , Gregor Kornhardt , Peter Jung

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 introduce a generic scheme for accelerating first-order optimization methods in the sense of Nesterov, which builds upon a new analysis of the accelerated proximal point algorithm. Our approach consists of minimizing a convex objective…

Optimization and Control · Mathematics 2015-10-27 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

We study the convergence rate of the proximal incremental aggregated gradient (PIAG) method for minimizing the sum of a large number of smooth component functions (where the sum is strongly convex) and a non-smooth convex function. At each…

Optimization and Control · Mathematics 2016-11-28 Nuri Denizcan Vanli , Mert Gurbuzbalaban , Asu Ozdaglar

Proximal bundle methods (PBM) are a powerful class of algorithms for convex optimization. Compared to gradient descent, PBM constructs more accurate surrogate models that incorporate gradients and function values from multiple past…

Optimization and Control · Mathematics 2026-04-02 Zhuoqing Zheng , Junshan Yin , Shaofu Yang , Xuyang Wu

This work focuses on a class of general decentralized constraint-coupled optimization problems. We propose a novel nested primal-dual gradient algorithm (NPGA), which can achieve linear convergence under the weakest known condition, and its…

Optimization and Control · Mathematics 2025-05-06 Jingwang Li , Housheng Su

This paper is devoted to the study of accelerated proximal gradient methods where the sequence that controls the momentum term doesn't follow Nesterov's rule. We propose a relaxed weak accelerated proximal gradient (R-WAPG) method, a…

Optimization and Control · Mathematics 2025-04-10 Hongda Li , Xianfu Wang

Parameter-efficient tunings (PETs) have demonstrated impressive performance and promising perspectives in training large models, while they are still confronted with a common problem: the trade-off between learning new content and…

Machine Learning · Computer Science 2024-07-18 Jingyang Qiao , Zhizhong Zhang , Xin Tan , Yanyun Qu , Wensheng Zhang , Zhi Han , Yuan Xie

We formulate a new projection-based reduced-ordered modeling technique for non-linear dynamical systems. The proposed technique, which we refer to as the Adjoint Petrov-Galerkin (APG) method, is derived by decomposing the generalized…

Dynamical Systems · Mathematics 2019-08-30 Eric J. Parish , Christopher Wentland , Karthik Duraisamy

We develop an adaptive Nesterov accelerated proximal gradient (adaNAPG) algorithm for stochastic composite optimization problems, boosting the Nesterov accelerated proximal gradient (NAPG) algorithm through the integration of an adaptive…

Optimization and Control · Mathematics 2025-07-25 Dongxuan Zhu , Weihuan Huang , Caihua Chen