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Recently, there has been growing interest in developing optimization methods for solving large-scale machine learning problems. Most of these problems boil down to the problem of minimizing an average of a finite set of smooth and strongly…

最优化与控制 · 数学 2018-02-09 Aryan Mokhtari , Mert Gürbüzbalaban , Alejandro Ribeiro

In this paper, we explore two fundamental first-order algorithms in convex optimization, namely, gradient descent (GD) and proximal gradient method (ProxGD). Our focus is on making these algorithms entirely adaptive by leveraging local…

最优化与控制 · 数学 2024-02-13 Yura Malitsky , Konstantin Mishchenko

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…

数值分析 · 数学 2026-05-19 Yunhui He , Leo Rebholz

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…

机器学习 · 计算机科学 2010-11-03 Xinhua Zhang , Ankan Saha , S. V. N. Vishwanathan

We develop new perturbation techniques for conducting convergence analysis of various first-order algorithms for a class of nonsmooth optimization problems. We consider the iteration scheme of an algorithm to construct a perturbed…

最优化与控制 · 数学 2018-10-25 Xiangfeng Wang , Jane Ye , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

We analyze the convergence of the Conjugate Gradient (CG) method in exact arithmetic, when the coefficient matrix $A$ is symmetric positive semidefinite and the system is consistent. To do so, we diagonalize $A$ and decompose the algorithm…

数值分析 · 数学 2020-05-12 Ken Hayami

Performance analysis of first-order algorithms with inexact oracles has gained recent attention due to various emerging applications in which obtaining exact gradients is impossible or computationally expensive. Previous research has…

最优化与控制 · 数学 2025-10-15 Yin Liu , Sam Davanloo Tajbakhsh

This paper presents a parametric solution to piecewise linear regression through the Adaptive Block Gradient Descent (ABGD) algorithm. The heart of the method is the parametrization of piecewise linear functions as the difference of…

机器学习 · 统计学 2026-05-11 Haitham Kanj , Kiryung Lee

The incremental aggregated gradient algorithm is popular in network optimization and machine learning research. However, the current convergence results require the objective function to be strongly convex. And the existing convergence…

最优化与控制 · 数学 2019-10-14 Tao Sun , Yuejiao Sun , Dongsheng Li , Qing Liao

We study deterministic matrix completion problem, i.e., recovering a low-rank matrix from a few observed entries where the sampling set is chosen as the edge set of a Ramanujan graph. We first investigate projected gradient descent (PGD)…

最优化与控制 · 数学 2024-01-15 Hang Xu , Song Li , Junhong Lin

This paper proposes and analyzes a gradient-type algorithm based on Burer-Monteiro factorization, called the Asymmetric Projected Gradient Descent (APGD), for reconstructing the point set configuration from partial Euclidean distance…

机器学习 · 计算机科学 2025-10-20 Yicheng Li , Xinghua Sun

In this letter, an accelerated quadratic programming (QP) algorithm is proposed based on the proximal gradient method. The algorithm can achieve convergence rate $O(1/p^{\alpha})$, where $p$ is the iteration number and $\alpha$ is the given…

最优化与控制 · 数学 2022-01-25 Jia Wang , Ying Yang

Very recently, the papers "Point Convergence of Nesterov's Accelerated Gradient Method: An AI-Assisted Proof" by Jang and Ryu, and "The Iterates of Nesterov's Accelerated Algorithm Converge in the Critical Regimes" by Bot, Fadili, and…

最优化与控制 · 数学 2025-11-27 Saverio Salzo

In this short note, we provide a simple version of an accelerated forward-backward method (a.k.a. Nesterov's accelerated proximal gradient method) possibly relying on approximate proximal operators and allowing to exploit strong convexity…

最优化与控制 · 数学 2022-01-24 Mathieu Barré , Adrien Taylor , Francis Bach

In this paper we propose a splitting scheme which hybridizes generalized conditional gradient with a proximal step which we call CGALP algorithm, for minimizing the sum of three proper convex and lower-semicontinuous functions in real…

最优化与控制 · 数学 2022-10-20 Antonio Silveti-Falls , Cesare Molinari , Jalal Fadili

We develop subgradient- and gradient-based methods for minimizing strongly convex functions under a notion which generalizes the standard Euclidean strong convexity. We propose a unifying framework for subgradient methods which yields two…

最优化与控制 · 数学 2016-08-19 Masaru Ito

This paper expands the Cyclic Block Proximal Gradient method for block separable composite minimization by allowing for inexactly computed gradients and proximal maps. The resultant algorithm, the Inexact Cyclic Block Proximal Gradient…

最优化与控制 · 数学 2022-01-05 Leandro Maia , David Huckleberry Gutman , Ryan Christopher Hughes

We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact…

最优化与控制 · 数学 2015-03-19 Dirk A. Lorenz , Marc E. Pfetsch , Andreas M. Tillmann

The Condat-V\~u algorithm is a widely used primal-dual method for optimizing composite objectives of three functions. Several algorithms for optimizing composite objectives of two functions are special cases of Condat-V\~u, including…

最优化与控制 · 数学 2024-03-27 Derek Driggs , Matthias J. Ehrhardt , Carola-Bibiane Schönlieb , Junqi Tang

This paper is devoted to the study of accelerated proximal gradient methods where the sequence that controls the momentum term doesn't follow Nesterov's rule. We propose a relaxed weak accelerated proximal gradient (R-WAPG) method, a…

最优化与控制 · 数学 2025-04-10 Hongda Li , Xianfu Wang