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In 1963, Polyak proposed a simple condition that is sufficient to show a global linear convergence rate for gradient descent. This condition is a special case of the \L{}ojasiewicz inequality proposed in the same year, and it does not…

机器学习 · 计算机科学 2020-09-15 Hamed Karimi , Julie Nutini , Mark Schmidt

We study the linear convergence rates of the proximal gradient method for composite functions satisfying two classes of Polyak-{\L}ojasiewicz (PL) inequality: the PL inequality, the variant of PL inequality defined by the proximal map-based…

最优化与控制 · 数学 2025-07-01 Qingyuan Kong , Rujun Jiang , Yihan He

We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…

最优化与控制 · 数学 2021-10-12 Fedor S. Stonyakin

Minimization of a smooth function on a sphere or, more generally, on a smooth manifold, is the simplest non-convex optimization problem. It has a lot of applications. Our goal is to propose a version of the gradient projection algorithm for…

最优化与控制 · 数学 2019-06-28 Maxim Balashov , Boris Polyak , Andrey Tremba

In this note, we establish a new exact worst-case linear convergence rate of the proximal gradient method in terms of the proximal gradient norm, which complements the recent results in [1] and implies a refined descent lemma.descent lemma.…

最优化与控制 · 数学 2019-03-13 Xiaoya Zhang , Hui Zhang

This paper develops a comprehensive convergence analysis for generic classes of descent algorithms in nonsmooth and nonconvex optimization under several conditions of the Polyak-\L ojasiewicz-Kurdyka (PLK) type. Along other results, we…

最优化与控制 · 数学 2025-02-13 G. C. Bento , B. S. Mordukhovich , T. S. Mota , Yu. Nesterov

In this work, we establish the linear convergence estimate for the gradient descent involving the delay $\tau\in\mathbb{N}$ when the cost function is $\mu$-strongly convex and $L$-smooth. This result improves upon the well-known estimates…

最优化与控制 · 数学 2024-02-23 Hyung Jun Choi , Woocheol Choi , Jinmyoung Seok

We consider minimization problems with the well-known Polya-Lojasievich condition and Lipshitz-continuous gradient. Such problem occurs in different places in machine learning and related fields. Furthermore, we assume that a gradient is…

最优化与控制 · 数学 2023-12-12 Sergei M. Puchinin , Fedor S. Stonyakin

Adaptive gradient-descent optimizers are the standard choice for training neural network models. Despite their faster convergence than gradient-descent and remarkable performance in practice, the adaptive optimizers are not as well…

机器学习 · 计算机科学 2024-07-18 Kushal Chakrabarti , Mayank Baranwal

Due to its applications in many different places in machine learning and other connected engineering applications, the problem of minimization of a smooth function that satisfies the Polyak-{\L}ojasiewicz condition receives much attention…

最优化与控制 · 数学 2022-12-09 Ilya A. Kuruzov , Fedor S. Stonyakin , Mohammad S. Alkousa

Although the optimization objectives for learning neural networks are highly non-convex, gradient-based methods have been wildly successful at learning neural networks in practice. This juxtaposition has led to a number of recent studies on…

机器学习 · 计算机科学 2022-09-14 Spencer Frei , Quanquan Gu

This work explores generalizations of the Polyak-Lojasiewicz inequality (PLI) and their implications for the convergence behavior of gradient flows in optimization problems. Motivated by the continuous-time linear quadratic regulator…

最优化与控制 · 数学 2025-04-01 Arthur Castello B. de Oliveira , Leilei Cui , Eduardo D. Sontag

This paper focuses on stochastic methods for solving smooth non-convex strongly-concave min-max problems, which have received increasing attention due to their potential applications in deep learning (e.g., deep AUC maximization,…

机器学习 · 计算机科学 2023-04-19 Zhishuai Guo , Yan Yan , Zhuoning Yuan , Tianbao Yang

We study the convergence rate of gradient-based local search methods for solving low-rank matrix recovery problems with general objectives in both symmetric and asymmetric cases, under the assumption of the restricted isometry property.…

最优化与控制 · 数学 2022-03-10 Yingjie Bi , Haixiang Zhang , Javad Lavaei

Most prior work on the convergence of gradient descent (GD) for overparameterized neural networks relies on strong assumptions on the step size (infinitesimal), the hidden-layer width (infinite), or the initialization (large, spectral,…

机器学习 · 计算机科学 2025-05-20 Ziqing Xu , Hancheng Min , Salma Tarmoun , Enrique Mallada , Rene Vidal

Minimax optimization recently is widely applied in many machine learning tasks such as generative adversarial networks, robust learning and reinforcement learning. In the paper, we study a class of nonconvex-nonconcave minimax optimization…

最优化与控制 · 数学 2025-04-23 Feihu Huang , Chunyu Xuan , Xinrui Wang , Siqi Zhang , Songcan Chen

In this paper, we consider gradient-type methods for convex positively homogeneous optimization problems with relative accuracy. An analogue of the accelerated universal gradient-type method for positively homogeneous optimization problems…

最优化与控制 · 数学 2021-12-14 Fedor S. Stonyakin , Seydamet S. Ablaev , Inna V. Baran

Policy gradients methods apply to complex, poorly understood, control problems by performing stochastic gradient descent over a parameterized class of polices. Unfortunately, even for simple control problems solvable by standard dynamic…

机器学习 · 计算机科学 2022-06-22 Jalaj Bhandari , Daniel Russo

Stochastic gradient methods with momentum are widely used in applications and at the core of optimization subroutines in many popular machine learning libraries. However, their sample complexities have not been obtained for problems beyond…

最优化与控制 · 数学 2021-02-12 Vien V. Mai , Mikael Johansson

Stochastic gradient descent (SGD) has been studied extensively over the past decades due to its simplicity and broad applicability in machine learning. In this work, we analyze the local behavior of gradient descent and stochastic gradient…

最优化与控制 · 数学 2026-05-15 Sebastian Kassing , Thomas Kruse
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