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Dissipativity Theory for Nesterov's Accelerated Method

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abstract

In this paper, we adapt the control theoretic concept of dissipativity theory to provide a natural understanding of Nesterov's accelerated method. Our theory ties rigorous convergence rate analysis to the physically intuitive notion of energy dissipation. Moreover, dissipativity allows one to efficiently construct Lyapunov functions (either numerically or analytically) by solving a small semidefinite program. Using novel supply rate functions, we show how to recover known rate bounds for Nesterov's method and we generalize the approach to certify both linear and sublinear rates in a variety of settings. Finally, we link the continuous-time version of dissipativity to recent works on algorithm analysis that use discretizations of ordinary differential equations.

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cs.LG 1

years

2020 1

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representative citing papers

Adaptive Federated Optimization

cs.LG · 2020-02-29 · unverdicted · novelty 6.0

Proposes federated adaptive optimizers (FedAdagrad, FedAdam, FedYogi) with convergence analysis for non-convex objectives under data heterogeneity and reports empirical gains over FedAvg.

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  • Adaptive Federated Optimization cs.LG · 2020-02-29 · unverdicted · none · ref 82 · internal anchor

    Proposes federated adaptive optimizers (FedAdagrad, FedAdam, FedYogi) with convergence analysis for non-convex objectives under data heterogeneity and reports empirical gains over FedAvg.