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相关论文: Optimal local linear convergence of Nesterov's acc…

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In this work, we analyze the convergence of Polyak's heavy ball method in both continuous and discrete time for non-convex $C^4$-objective functions satisfying the Polyak-Lojasiewicz inequality. Under this weak assumption, we recover the…

最优化与控制 · 数学 2026-02-03 Sebastian Kassing , Simon Weissmann

In this paper, we derive a new linear convergence rate for the gradient method with fixed step lengths for non-convex smooth optimization problems satisfying the Polyak-Lojasiewicz (PL) inequality. We establish that the PL inequality is a…

最优化与控制 · 数学 2022-04-05 Hadi Abbaszadehpeivasti , Etienne de Klerk , Moslem Zamani

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 investigate an inertial algorithm of gradient type in connection with the minimization of a nonconvex differentiable function. The algorithm is formulated in the spirit of Nesterov's accelerated convex gradient method. We show that the…

泛函分析 · 数学 2018-11-26 Szilárd Csaba László

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

We analyze the convergence rate of a family of inertial algorithms, which can be obtained by discretization of an inertial system with Hessian-driven damping. We recover a convergence rate, up to a factor of 2 speedup upon Nesterov's…

最优化与控制 · 数学 2025-02-25 Zepeng Wang , Juan Peypouquet

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 investigate an inertial algorithm of gradient type in connection with the minimization of a nonconvex differentiable function. The algorithm is formulated in the spirit of Nesterov's accelerated convex gradient method. We prove some…

泛函分析 · 数学 2020-02-11 Szilárd Csaba László

Nesterov's accelerated gradient method for minimizing a smooth strongly convex function $f$ is known to reduce $f(\x_k)-f(\x^*)$ by a factor of $\eps\in(0,1)$ after $k\ge O(\sqrt{L/\ell}\log(1/\eps))$ iterations, where $\ell,L$ are the two…

最优化与控制 · 数学 2016-05-03 Sahar Karimi , Stephen A. Vavasis

In this paper, we focus on the problem of minimizing a continuously differentiable convex objective function, $\min_x f(x)$. Recently, Malitsky (2020); Alacaoglu et al.(2023) developed an adaptive first-order method, GRAAL. This algorithm…

最优化与控制 · 数学 2025-09-01 Ekaterina Borodich , Dmitry Kovalev

Nesterov's well-known scheme for accelerating gradient descent in convex optimization problems is adapted to accelerating stationary iterative solvers for linear systems. Compared with classical Krylov subspace acceleration methods, the…

最优化与控制 · 数学 2021-08-10 Tao Hong , Irad Yavneh

In this paper, we study the behavior of solutions of the ODE associated to Nesterov acceleration. It is well-known since the pioneering work of Nesterov that the rate of convergence $O(1/t^2)$ is optimal for the class of convex functions…

最优化与控制 · 数学 2019-07-09 Jean François Aujol , Charles Dossal , Aude Rondepierre

We study the convergence rate of a family of inertial algorithms, which can be obtained by discretization of an inertial system combining asymptotic vanishing viscous and Hessian-driven damping. We establish a fast sublinear convergence…

最优化与控制 · 数学 2025-07-18 Zepeng Wang , Juan Peypouquet

In the first part of the paper we consider accelerated first order optimization method for convex functions with $L$-Lipschitz-continuous gradient, that is able to automatically adapts to problems which satisfies Polyak-{\L}ojasiewicz…

最优化与控制 · 数学 2020-06-17 Nazarii Tupitsa

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

最优化与控制 · 数学 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

Current state-of-the-art analyses on the convergence of gradient descent for training neural networks focus on characterizing properties of the loss landscape, such as the Polyak-Lojaciewicz (PL) condition and the restricted strong…

机器学习 · 计算机科学 2024-01-08 Fangshuo Liao , Anastasios Kyrillidis

We modify Nesterov's constant step gradient method for strongly convex functions with Lipschitz continuous gradient described in Nesterov's book. Nesterov shows that $f(x_k) - f^* \leq L \prod_{i=1}^k (1 - \alpha_k) \| x_0 - x^* \|_2^2$…

最优化与控制 · 数学 2011-09-29 Xiangrui Meng , Hao Chen

Quasar convexity is a condition that allows some first-order methods to efficiently minimize a function even when the optimization landscape is non-convex. Previous works develop near-optimal accelerated algorithms for minimizing this class…

最优化与控制 · 数学 2023-02-16 Jun-Kun Wang , Andre Wibisono

This paper studies the last iterate of subgradient method with Polyak step size when applied to the minimization of a nonsmooth convex function with bounded subgradients. We show that the subgradient method with Polyak step size achieves a…

最优化与控制 · 数学 2024-07-23 Moslem Zamani , François Glineur

In this article a family of second order ODEs associated to inertial gradient descend is studied. These ODEs are widely used to build trajectories converging to a minimizer $x^*$ of a function $F$, possibly convex. This family includes the…

最优化与控制 · 数学 2019-07-08 Othmane Sebbouh , Charles Dossal , Aude Rondepierre
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