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A significant milestone in modern gradient-based optimization was achieved with the development of Nesterov's accelerated gradient descent (NAG) method. This forward-backward technique has been further advanced with the introduction of its…

Optimization and Control · Mathematics 2024-04-10 Bowen Li , Bin Shi , Ya-xiang Yuan

Nesterov's accelerated gradient method (NAG) marks a pivotal advancement in gradient-based optimization, achieving faster convergence compared to the vanilla gradient descent method for convex functions. However, its algorithmic complexity…

Optimization and Control · Mathematics 2025-01-21 Mingwei Fu , Bin Shi

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

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 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

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

The high-resolution differential equation framework has been proven to be tailor-made for Nesterov's accelerated gradient descent method~(\texttt{NAG}) and its proximal correspondence -- the class of faster iterative shrinkage thresholding…

Optimization and Control · Mathematics 2023-05-01 Shuo Chen , Bin Shi , Ya-xiang Yuan

For first-order smooth optimization, the research on the acceleration phenomenon has a long-time history. Until recently, the mechanism leading to acceleration was not successfully uncovered by the gradient correction term and its…

Optimization and Control · Mathematics 2022-11-04 Bowen Li , Bin Shi , Ya-xiang Yuan

While momentum-based optimization algorithms are commonly used in the notoriously non-convex optimization problems of deep learning, their analysis has historically been restricted to the convex and strongly convex setting. In this article,…

Optimization and Control · Mathematics 2025-05-14 Kanan Gupta , Stephan Wojtowytsch

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

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

A longstanding challenge in optimization is achieving optimal performance when the strong convexity parameter m is unknown. In this paper, we propose NAG-free, a simple extension of Nesterov's accelerated gradient (NAG) which is the first…

Optimization and Control · Mathematics 2025-10-28 Joao V. Cavalcanti , Laurent Lessard , Ashia C. Wilson

We study nonsmooth convex minimization through a continuous-time dynamical system that can be seen as a high-resolution ODE of Nesterov Accelerated Gradient (NAG) adapted to the nonsmooth case. We apply a time-varying Moreau envelope…

Optimization and Control · Mathematics 2026-03-27 Manh Hung Le , Andrea Simonetto

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

Composite optimization problems, where a smooth loss is combined with a nonsmooth regularizer, are common in machine learning and inverse problems. In this work, we study a proximal extension of NAG-GS, a semi-implicit accelerated method…

Optimization and Control · Mathematics 2026-05-27 Sikeh Gisele Wiykiynyuy , Kelvin Asu Ekuri , Valentin Leplat

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 acceleration in continuous optimization can be understood in a novel way when Nesterov's accelerated gradient (NAG) method is considered as a linear multistep (LM) method for gradient flow. Although the NAG method for strongly…

Numerical Analysis · Mathematics 2024-04-17 Ryota Nozawa , Shun Sato , Takayasu Matsuo

Although Nesterov's accelerated gradient (NAG) methods have been studied from various perspectives, it remains unclear why the most popular forms of NAG must handle convex and strongly convex objective functions separately. Motivated by…

Optimization and Control · Mathematics 2023-01-10 Jungbin Kim , Insoon Yang

A novel dynamical inertial Newton system, which is called Hessian-driven Nesterov accelerated gradient (H-NAG) flow is proposed. Convergence of the continuous trajectory are established via tailored Lyapunov function, and new first-order…

Optimization and Control · Mathematics 2019-12-25 Long Chen , Hao Luo
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