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Momentum methods, such as heavy ball method~(HB) and Nesterov's accelerated gradient method~(NAG), have been widely used in training neural networks by incorporating the history of gradients into the current updating process. In practice,…

Machine Learning · Computer Science 2022-04-19 Xin Liu , Zhisong Pan , Wei Tao

Momentum methods, including heavy-ball~(HB) and Nesterov's accelerated gradient~(NAG), are widely used in training neural networks for their fast convergence. However, there is a lack of theoretical guarantees for their convergence and…

Machine Learning · Computer Science 2022-04-19 Xin Liu , Wei Tao , Zhisong Pan

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

The Nesterov accelerated gradient (NAG) method is an important extrapolation-based numerical algorithm that accelerates the convergence of the gradient descent method in convex optimization. When dealing with an objective function that is…

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

Nesterov's accelerated gradient descent method (AGD) is a seminal deterministic first-order method known to achieve the optimal order of iteration complexity for solving convex smooth optimization problems. Two distinct sequences of…

Optimization and Control · Mathematics 2026-03-10 Yan Wu , Yipeng Zhang , Lu Liu , Yuyuan Ouyang

In the history of first-order algorithms, Nesterov's accelerated gradient descent (NAG) is one of the milestones. However, the cause of the acceleration has been a mystery for a long time. It has not been revealed with the existence of…

Optimization and Control · Mathematics 2022-09-20 Shuo Chen , Bin Shi , Ya-xiang Yuan

Due to its simplicity and efficiency, the first-order gradient method has been extensively employed in training neural networks. Although the optimization problem of the neural network is non-convex, recent research has proved that the…

Machine Learning · Computer Science 2024-05-09 Xin Liu , Wei Tao , Wei Li , Dazhi Zhan , Jun Wang , Zhisong Pan

Nesterov's accelerated gradient method for minimizing a smooth strongly convex function $f$ is known to reduce $f(\x_k)-f(\x^*)$ by a factor of $\eps\in(0,1)$ after $k\ge O(\sqrt{L/\ell}\log(1/\eps))$ iterations, where $\ell,L$ are the two…

Optimization and Control · Mathematics 2016-05-03 Sahar Karimi , Stephen A. Vavasis

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 consider alternating gradient descent (AGD) with fixed step size applied to the asymmetric matrix factorization objective. We show that, for a rank-$r$ matrix $\mathbf{A} \in \mathbb{R}^{m \times n}$, $T = C…

Machine Learning · Computer Science 2024-02-09 Rachel Ward , Tamara G. Kolda

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

In this paper, we propose Nesterov Accelerated Shuffling Gradient (NASG), a new algorithm for the convex finite-sum minimization problems. Our method integrates the traditional Nesterov's acceleration momentum with different shuffling…

Optimization and Control · Mathematics 2022-06-14 Trang H. Tran , Katya Scheinberg , Lam M. Nguyen

Nesterov's accelerated gradient (AG) method for minimizing a smooth strongly convex function $f$ is known to reduce $f({\bf x}_k)-f({\bf x}^*)$ by a factor of $\epsilon\in(0,1)$ after $k=O(\sqrt{L/\ell}\log(1/\epsilon))$ iterations, where…

Optimization and Control · Mathematics 2019-01-11 Sahar Karimi , Stephen Vavasis

Nesterov's accelerated gradient descent (NAG) is one of the milestones in the history of first-order algorithms. It was not successfully uncovered until the high-resolution differential equation framework was proposed in [Shi et al., 2022]…

Optimization and Control · Mathematics 2022-12-13 Shuo Chen , Bin Shi , Ya-xiang Yuan

We provide a novel accelerated first-order method that achieves the asymptotically optimal convergence rate for smooth functions in the first-order oracle model. To this day, Nesterov's Accelerated Gradient Descent (AGD) and variations…

Optimization and Control · Mathematics 2018-02-13 Jelena Diakonikolas , Lorenzo Orecchia

Various acceleration approaches for Policy Gradient (PG) have been analyzed within the realm of Reinforcement Learning (RL). However, the theoretical understanding of the widely used momentum-based acceleration method on PG remains largely…

Machine Learning · Computer Science 2024-06-07 Yen-Ju Chen , Nai-Chieh Huang , Ching-Pei Lee , Ping-Chun Hsieh

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 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

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

Nesterov's accelerated gradient method (NAG) is widely used in problems with machine learning background including deep learning, and is corresponding to a continuous-time differential equation. From this connection, the property of the…

Optimization and Control · Mathematics 2022-04-05 Yasong Feng , Weiguo Gao
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