Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints
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Abstract (arXiv)
This manuscript develops a new framework to analyze and design iterative optimization algorithms built on the notion of Integral Quadratic Constraints (IQC) from robust control theory. IQCs provide sufficient conditions for the stability of complicated interconnected systems, and these conditions can be checked by semidefinite programming. We discuss how to adapt IQC theory to study optimization algorithms, proving new inequalities about convex functions and providing a version of IQC theory adapted for use by optimization researchers. Using these inequalities, we derive numerical upper bounds on convergence rates for the gradient method, the heavy-ball method, Nesterov's accelerated method, and related variants by solving small, simple semidefinite programming problems. We also briefly show how these techniques can be used to search for optimization algorithms with desired performance characteristics, establishing a new methodology for algorithm design.
Key facts. Cited by 105 papers in the map (data through 7 Oct 2026). First posted on arXiv 15 Aug 2014.
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Citing papers per year: 2021: 25; 2022: 17; 2023: 14; 2024: 15; 2025: 13; 2026: 21.
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- 2026A Lower Bound for the Heavy-Ball Method on Smooth Convex Functions8 Sep 2026
- 2026Generalization as a robust performance property of learning-enabled dynamical systems31 Aug 2026
- 2026The Road Taken: The Role of Optimizers at the Edge of Stability19 Aug 2026
- 2026Nesterov acceleration in optimizing over probability measures25 Jul 2026
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