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Revisiting the acceleration phenomenon via high-resolution differential equations

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arxiv 2212.05700 v1 pith:ETGQPQO6 submitted 2022-12-12 math.OC cs.LGcs.NAmath.NA

classification math.OCcs.LGcs.NAmath.NA
keywords schemedifferentialhigh-resolutionequationframeworkimplicit-velocitylyapunovacceleration
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abstract

Nesterov's accelerated gradient descent (NAG) is one of the milestones in the history of first-order algorithms. It was not successfully uncovered until the high-resolution differential equation framework was proposed in [Shi et al., 2022] that the mechanism behind the acceleration phenomenon is due to the gradient correction term. To deepen our understanding of the high-resolution differential equation framework on the convergence rate, we continue to investigate NAG for the $\mu$-strongly convex function based on the techniques of Lyapunov analysis and phase-space representation in this paper. First, we revisit the proof from the gradient-correction scheme. Similar to [Chen et al., 2022], the straightforward calculation simplifies the proof extremely and enlarges the step size to $s=1/L$ with minor modification. Meanwhile, the way of constructing Lyapunov functions is principled. Furthermore, we also investigate NAG from the implicit-velocity scheme. Due to the difference in the velocity iterates, we find that the Lyapunov function is constructed from the implicit-velocity scheme without the additional term and the calculation of iterative difference becomes simpler. Together with the optimal step size obtained, the high-resolution differential equation framework from the implicit-velocity scheme of NAG is perfect and outperforms the gradient-correction scheme.

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Cited by 3 Pith papers

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  1. A Family of Controllable Momentum Coefficients for Forward-Backward Accelerated Algorithms

    math.OC 2025-01 conditional novelty 6.0 of 10

    A family of Nesterov-type methods with power-law momentum achieves controllable O(1/k^{2α}) convergence for strongly convex objectives at the critical step size, including monotone and proximal variants.

  2. Lyapunov Analysis For Monotonically Forward-Backward Accelerated Algorithms

    math.OC 2024-12 conditional novelty 6.0 of 10

    M-NAG and M-FISTA converge linearly under strong convexity, proved with a new kinetic-energy-free Lyapunov function built from a shifted mixed sequence.

  3. Continuous and discrete-time accelerated methods for an inequality constrained convex optimization problem

    math.OC 2024-11 conditional novelty 5.0 of 10

    A Bregman Lagrangian with a logarithmic barrier leads to a continuous-time dynamical system and discrete accelerated methods that converge to the solution of convex inequality-constrained problems.

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