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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

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

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

This paper introduces new parameter-free first-order methods for convex optimization problems in which the objective function exhibits H\"{o}lder smoothness. Inspired by the recently proposed distance-over-gradient (DOG) technique, we…

Optimization and Control · Mathematics 2025-10-28 Yijin Ren , Haifeng Xu , Qi Deng

Nesterov's accelerated gradient method (NAG) achieves faster convergence than gradient descent for convex optimization but lacks monotonicity in function values. To address this, Beck and Teboulle [2009b] proposed a monotonic variant,…

Optimization and Control · Mathematics 2025-08-06 Mingwei Fu , Bin Shi

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 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 develop and analyze a variant of Nesterov's accelerated gradient descent (AGD) for minimization of smooth non-convex functions. We prove that one of two cases occurs: either our AGD variant converges quickly, as if the function was…

Optimization and Control · Mathematics 2017-05-09 Yair Carmon , Oliver Hinder , John C. Duchi , Aaron Sidford

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

We propose AdaNAG, an adaptive accelerated gradient method based on Nesterov's accelerated gradient method. AdaNAG is line-search-free, parameter-free, and achieves the accelerated convergence rates $f(x_k) - f_\star =…

Optimization and Control · Mathematics 2025-05-20 Jaewook J. Suh , Shiqian Ma

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

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

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

We present a unifying Nearly Asymptotically Invariant Manifold (NAIM) framework for understanding Nesterovs Accelerated Gradient (NAG) method. By lifting the first-order gradient flow into a second-order phase space we construct a NAIM a…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Rachit Mehra , M Parimi , Amol Yerudkar , S. R. Wagh , Navdeep Singh

We propose a new first-order method for minimizing nonconvex functions with a Lipschitz continuous gradient and Hessian. The proposed method is an accelerated gradient descent with two restart mechanisms and finds a solution where the…

Optimization and Control · Mathematics 2024-06-19 Naoki Marumo , Akiko Takeda

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

This paper introduces adaptive Bregman proximal gradient algorithms for solving convex composite minimization problems without relying on global relative smoothness or strong convexity assumptions. Building upon recent advances in adaptive…

Optimization and Control · Mathematics 2025-08-05 Hongjia Ou , Puya Latafat , Andreas Themelis

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

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

Tuning hyperparameters, such as the stepsize, presents a major challenge of training machine learning models. To address this challenge, numerous adaptive optimization algorithms have been developed that achieve near-optimal complexities,…

Optimization and Control · Mathematics 2023-11-07 Florian Hübler , Junchi Yang , Xiang Li , Niao He
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