相关论文: A novel perspective to gradient method: the fracti…

This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed an optimized gradient method (OGM) for this problem and…

The vanilla fractional order gradient descent may oscillatively converge to a region around the global minimum instead of converging to the exact minimum point, or even diverge, in the case where the objective function is strongly convex.…

This paper focuses on the convergence problem of the emerging fractional order gradient descent method, and proposes three solutions to overcome the problem. In fact, the general fractional gradient method cannot converge to the real…

The work is devoted to the construction of efficient and applicable to real tasks first-order methods of convex optimization, that is, using only values of the target function and its derivatives. Construction uses OGM-G, fast gradient…

Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…

The Fast Proximal Gradient Method (FPGM) and the Monotone FPGM (MFPGM) for minimization of nonsmooth convex functions are introduced and applied to tomographic image reconstruction. Convergence properties of the sequence of objective…

The study of convex optimization has historically been concerned with worst-case convergence rates. The development of the Optimized Gradient Method (OGM), due to \citet{drori2012PerformanceOF,Kim2016optimal}, marked a major milestone in…

We propose a new stochastic gradient method for optimizing the sum of a finite set of smooth functions, where the sum is strongly convex. While standard stochastic gradient methods converge at sublinear rates for this problem, the proposed…

This paper generalizes the optimized gradient method (OGM) that achieves the optimal worst-case cost function bound of first-order methods for smooth convex minimization. Specifically, this paper studies a generalized formulation of OGM and…

Second-order optimization techniques have the potential to achieve faster convergence rates compared to first-order methods through the incorporation of second-order derivatives or statistics. However, their utilization in deep learning is…

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

We introduce a framework, which we denote as the augmented estimate sequence, for deriving fast algorithms with provable convergence guarantees. We use this framework to construct a new first-order scheme, the Accelerated Composite Gradient…

The constrained gradient method (CGM) has recently been proposed to solve convex optimization and monotone variational inequality (VI) problems with general functional constraints. While existing literature has established convergence…

We focus on nonconvex and nonsmooth minimization problems with a composite objective, where the differentiable part of the objective is freed from the usual and restrictive global Lipschitz gradient continuity assumption. This longstanding…

In this paper, acceleration of gradient methods for convex optimization problems with weak levels of convexity and smoothness is considered. Starting from the universal fast gradient method which was designed to be an optimal method for…

Achieving optimal rates for stochastic composite convex optimization without prior knowledge of problem parameters remains a central challenge. In the deterministic setting, the auto-conditioned fast gradient method has recently been…

This article introduces the multi-objective adaptive order Caputo fractional gradient descent (MOAOCFGD) algorithm for solving unconstrained multi-objective problems. The proposed method performs equally well for both smooth and non-smooth…

The most popular first-order accelerated black-box methods for solving large-scale convex optimization problems are the Fast Gradient Method (FGM) and the Fast Iterative Shrinkage Thresholding Algorithm (FISTA). FGM requires that the…

Fractional Gradient Descent (FGD) offers a novel and promising way to accelerate optimization by incorporating fractional calculus into machine learning. Although FGD has shown encouraging initial results across various optimization tasks,…

This paper introduces Tempered Fractional Gradient Descent (TFGD), a novel optimization framework that synergizes fractional calculus with exponential tempering to enhance gradient-based learning. Traditional gradient descent methods often…