English

A class of generalized Nesterov's accelerated gradient method from dynamical perspective

Optimization and Control 2025-08-19 v1 Dynamical Systems

Abstract

We propose a class of \textit{Euler-Lagrange} equations indexed by a pair of parameters (α,r\alpha,r) that generalizes Nesterov's accelerated gradient methods for convex (α=1\alpha=1) and strongly convex (α=0\alpha=0) functions from a continuous-time perspective. This class of equations also serves as an interpolation between the two Nesterov's schemes. The corresponding \textit{Hamiltonian} systems can be integrated via the symplectic Euler scheme with a fixed step-size. Furthermore, we can obtain the convergence rates for these equations (0<α<10<\alpha<1) that outperform Nesterov's when time is sufficiently large for μ\mu-strongly convex functions, without requiring a priori knowledge of μ\mu. We demonstrate this by constructing a class of Lyapunov functions that also provide a unified framework for Nesterov's schemes for convex and strongly convex functions.

Keywords

Cite

@article{arxiv.2508.12816,
  title  = {A class of generalized Nesterov's accelerated gradient method from dynamical perspective},
  author = {Xu Cheng and Jiaqi Liu and Zaijiu Shang},
  journal= {arXiv preprint arXiv:2508.12816},
  year   = {2025}
}

Comments

16 pages, 15 figures

R2 v1 2026-07-01T04:54:36.884Z