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Nesterov's accelerated gradient methods (AGM) have been successfully applied in many machine learning areas. However, their empirical performance on training max-margin models has been inferior to existing specialized solvers. In this…

Machine Learning · Computer Science 2010-11-03 Xinhua Zhang , Ankan Saha , S. V. N. Vishwanathan

In this paper, we conduct a theoretical and numerical study of the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) under strong convexity assumptions. We propose an autonomous Lyapunov function that reflects the strong convexity of…

Optimization and Control · Mathematics 2025-06-16 Luis M. Briceño-Arias

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

In recent years, even though Stochastic Gradient Descent (SGD) and its variants are well-known for training neural networks, it suffers from limitations such as the lack of theoretical guarantees, vanishing gradients, and excessive…

Optimization and Control · Mathematics 2022-02-17 Junxiang Wang , Hongyi Li , Liang Zhao

The gradient descent-ascent (GDA) algorithm has been widely applied to solve minimax optimization problems. In order to achieve convergent policy parameters for minimax optimization, it is important that GDA generates convergent variable…

Optimization and Control · Mathematics 2021-02-18 Ziyi Chen , Yi Zhou , Tengyu Xu , Yingbin Liang

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 present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…

Optimization and Control · Mathematics 2024-06-17 Ellie Pond , April Sebok , Zachary Bell , Matthew Hale

Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method…

Optimization and Control · Mathematics 2021-09-16 Sergey Guminov , Pavel Dvurechensky , Nazarii Tupitsa , Alexander Gasnikov

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

Numerical Analysis · Computer Science 2017-10-18 Hiva Ghanbari , Katya Scheinberg

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 work, we extend a modified Anderson acceleration proposed in [Y. He, arXiv:2603.25983, 2026] to accelerate the Picard iteration for the Navier-Stokes equations. In this variant of Anderson acceleration, named AAg, the nonlinear…

Numerical Analysis · Mathematics 2026-05-19 Yunhui He , Leo Rebholz

In this work we propose a differential geometric motivation for Nesterov's accelerated gradient method (AGM) for strongly-convex problems. By considering the optimization procedure as occurring on a Riemannian manifold with a natural…

Machine Learning · Computer Science 2019-11-21 Aaron Defazio

Introduced by Beck and Teboulle, FISTA (for Fast Iterative Shrinkage-Thresholding Algorithm) is a first-order method widely used in convex optimization. Adapted from Nesterov's accelerated gradient method for convex functions, the generated…

Optimization and Control · Mathematics 2024-07-25 Jean-François Aujol , Charles Dossal , Hippolyte Labarrière , Aude Rondepierre

Various distributed gradient descent algorithms for multi-agent optimization have incorporated the Nesterov accelerated gradient method, where the use of momentum enhances convergence rates. These algorithms have found broad applications in…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Zihao Ren , Lei Wang , Guodong Shi

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

We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear…

Optimization and Control · Mathematics 2019-11-11 Lorenzo Stella , Andreas Themelis , Panagiotis Patrinos

This paper studies the online convex optimization problem by using an Online Continuous-Time Nesterov Accelerated Gradient method (OCT-NAG). We show that the continuous-time dynamics generated by the online version of the Bregman Lagrangian…

Optimization and Control · Mathematics 2020-09-29 Chao Sun , Guoqiang Hu

Polyak's Heavy Ball (PHB; Polyak, 1964), a.k.a. Classical Momentum, and Nesterov's Accelerated Gradient (NAG; Nesterov, 1983) are well-established momentum-descent methods for optimization. Although the latter generally outperforms the…

Optimization and Control · Mathematics 2025-08-01 Cédric M. Campos , David Martín de Diego , José Torrente

Accelerated proximal gradient methods, which are also called fast iterative shrinkage-thresholding algorithms (FISTA) are known to be efficient for many applications. Recently, Tanabe et al. proposed an extension of FISTA for multiobjective…

Optimization and Control · Mathematics 2023-06-02 Yuki Nishimura , Ellen H. Fukuda , Nobuo Yamashita

The {\it forward-backward algorithm} is a powerful tool for solving optimization problems with a {\it additively separable} and {\it smooth} + {\it nonsmooth} structure. In the convex setting, a simple but ingenious acceleration scheme…

Optimization and Control · Mathematics 2017-05-18 Hedy Attouch , Juan Peypouquet
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