Global convergence of the Heavy-ball method for convex optimization
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Abstract (arXiv)
This paper establishes global convergence and provides global bounds of the convergence rate of the Heavy-ball method for convex optimization problems. When the objective function has Lipschitz-continuous gradient, we show that the Cesaro average of the iterates converges to the optimum at a rate of O(1/k) where k is the number of iterations. When the objective function is also strongly convex, we prove that the Heavy-ball iterates converge linearly to the unique optimum.
Key facts. Cited by 61 papers in the map (data through 14 Oct 2026). First posted on arXiv 23 Dec 2014.
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Citing papers per year: 2021: 17; 2022: 13; 2023: 6; 2024: 11; 2025: 8; 2026: 6.
61 papers.
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- 2024The AdEMAMix Optimizer: Better, Faster, Oldercited by 54
- 2025Implicit Bias of Spectral Descent and Muon on Multiclass Separable Datacited by 41
- 2022On Almost Sure Convergence Rates of Stochastic Gradient Methodscited by 35
- 2021Fast Margin Maximization via Dual Accelerationcited by 33
- 2023Momentum Provably Improves Error Feedback!cited by 31
- 2022Provable Adaptivity of Adam under Non-uniform Smoothnesscited by 30
- 2022Automatic differentiation of nonsmooth iterative algorithmscited by 25
- 2021Does Momentum Change the Implicit Regularization on Separable Data?cited by 22
- 2024On Convergence of Adam for Stochastic Optimization under Relaxed Assumptionscited by 21
- 2022Restarted Nonconvex Accelerated Gradient Descent: No More Polylogarithmic Factor in the O(ε-7/4) Complexitycited by 17
- 2024Revisiting Convergence of AdaGrad with Relaxed Assumptionscited by 15
- 2022On the fast convergence of minibatch heavy ball momentumcited by 13
38 more
- 2024Stochastic Polyak Step-sizes and Momentum: Convergence Guarantees and Practical Performancecited by 13
- 2022Provable Acceleration of Heavy Ball beyond Quadratics for a Class of Polyak-Lojasiewicz Functions when the Non-Convexity is Averaged-Outcited by 11
- 2021Minibatch and Momentum Model-based Methods for Stochastic Weakly Convex Optimizationcited by 10
- 2024Leveraging Continuous Time to Understand Momentum When Training Diagonal Linear Networkscited by 9
- 2021Escaping Saddle Points Faster with Stochastic Momentumcited by 8
- 2021Training Deep Neural Networks with Adaptive Momentum Inspired by the Quadratic Optimizationcited by 8
- 2023Exponential convergence rates for momentum stochastic gradient descent in the overparametrized settingcited by 8
- 2023High Probability Convergence of Adam Under Unbounded Gradients and Affine Variance Noisecited by 8
- 2021The Role of Momentum Parameters in the Optimal Convergence of Adaptive Polyak's Heavy-ball Methodscited by 7
- 2021Heavy Ball Momentum for Conditional Gradientcited by 7
- 2022Convergence of First-Order Methods for Constrained Nonconvex Optimization with Dependent Datacited by 7
- 2021Analytical Study of Momentum-Based Acceleration Methods in Paradigmatic High-Dimensional Non-Convex Problemscited by 5
- 2022Last-iterate convergence analysis of stochastic momentum methods for neural networkscited by 5
- 2025Analysis of an Idealized Stochastic Polyak Method and its Application to Black-Box Model Distillationcited by 5
- 2021Fast Convex Quadratic Optimization Solvers with Adaptive Sketching-based Preconditionerscited by 3
- 2024Polyak's Heavy Ball Method Achieves Accelerated Local Rate of Convergence under Polyak-Lojasiewicz Inequalitycited by 3
- 2024FedUHB: Accelerating Federated Unlearning via Polyak Heavy Ball Methodcited by 3
- 2025On the Effectiveness of the z-Transform Method in Quadratic Optimizationcited by 3
- 2025Learning to optimize with guarantees: a complete characterization of linearly convergent algorithmscited by 3
- 2026In-Expectation Convergence of Stochastic Gradient Methods under Heavy-Tailed Noisecited by 3
- 2021Bandwidth-based Step-Sizes for Non-Convex Stochastic Optimizationcited by 2
- 2021Gradient Temporal Difference with Momentum: Stability and Convergencecited by 2
- 2023Convergence of the Stochastic Heavy Ball Method With Approximate Gradients and/or Block Updatingcited by 2
- 2024Parallel Momentum Methods Under Biased Gradient Estimationscited by 2
- 2024From Learning to Optimize to Learning Optimization Algorithmscited by 2
- 2024Accelerated Stochastic Min-Max Optimization Based on Bias-corrected Momentumcited by 2
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- 2025Improved Convergence in Parameter-Agnostic Error Feedback through Momentumcited by 2
- 2026MGUP: A Momentum-Gradient Alignment Update Policy for Stochastic Optimizationcited by 2
- 2021Scaling transition from momentum stochastic gradient descent to plain stochastic gradient descentcited by 1
- 2021Improving Adversarial Robustness for Free with Snapshot Ensemblecited by 1
- 2022Communication-Efficient {Federated} Learning Using Censored Heavy Ball Descentcited by 1
- 2024(Accelerated) Noise-adaptive Stochastic Heavy-Ball Momentumcited by 1
- 2025Convergence of Momentum-Based Optimization Algorithms with Time-Varying Parameterscited by 1
- 2025Analysis of Schedule-Free Nonconvex Optimizationcited by 1
- 2026Vanilla SGD with Momentum Survives Heavy-Tailed Noise: Convergence Analysis without Gradient Clipping or Normalizationcited by 1
- 2021On the Generalization of Stochastic Gradient Descent with Momentumcited by 0
- 2021Scale Invariant Monte Carlo under Linear Function Approximation with Curvature based step-sizecited by 0
50 most cited of 61 All 61 (JSON)
- 2026When Does Momentum Help in Reinforcement Learning with Verifiable Rewards?14 Oct 2026
- 2026The Row Normalization Puzzle in Muon30 Sep 2026
- 2026A Lower Bound for the Heavy-Ball Method on Smooth Convex Functions8 Sep 2026
- 2026Vanilla SGD with Momentum Survives Heavy-Tailed Noise: Convergence Analysis without Gradient Clipping or Normalization9 Jul 2026
- 2026MGUP: A Momentum-Gradient Alignment Update Policy for Stochastic Optimization16 Jun 2026
- 2026In-Expectation Convergence of Stochastic Gradient Methods under Heavy-Tailed Noise30 May 2026
- 2025Improved Convergence in Parameter-Agnostic Error Feedback through Momentum18 Nov 2025
- 2025Analysis of Schedule-Free Nonconvex Optimization8 Aug 2025
- 2025Learning to optimize with guarantees: a complete characterization of linearly convergent algorithms1 Aug 2025
- 2025On the Effectiveness of the z-Transform Method in Quadratic Optimization4 Jul 2025
- 2025Random feature approximation for general spectral methods19 Jun 2025
- 2025Convergence of Momentum-Based Optimization Algorithms with Time-Varying Parameters13 Jun 2025
38 more
- 2025Analysis of an Idealized Stochastic Polyak Method and its Application to Black-Box Model Distillation2 Apr 2025
- 2025Implicit Bias of Spectral Descent and Muon on Multiclass Separable Data7 Feb 2025
- 2024FedUHB: Accelerating Federated Unlearning via Polyak Heavy Ball Method17 Nov 2024
- 2024Polyak's Heavy Ball Method Achieves Accelerated Local Rate of Convergence under Polyak-Lojasiewicz Inequality22 Oct 2024
- 2024The AdEMAMix Optimizer: Better, Faster, Older5 Sep 2024
- 2024Accelerated Stochastic Min-Max Optimization Based on Bias-corrected Momentum18 Jun 2024
- 2024Stochastic Polyak Step-sizes and Momentum: Convergence Guarantees and Practical Performance6 Jun 2024
- 2024From Learning to Optimize to Learning Optimization Algorithms28 May 2024
- 2024Leveraging Continuous Time to Understand Momentum When Training Diagonal Linear Networks8 Mar 2024
- 2024Parallel Momentum Methods Under Biased Gradient Estimations29 Feb 2024
- 2024Revisiting Convergence of AdaGrad with Relaxed Assumptions21 Feb 2024
- 2024On Convergence of Adam for Stochastic Optimization under Relaxed Assumptions6 Feb 2024
- 2024(Accelerated) Noise-adaptive Stochastic Heavy-Ball Momentum12 Jan 2024
- 2023High Probability Convergence of Adam Under Unbounded Gradients and Affine Variance Noise3 Nov 2023
- 2023Random feature approximation for general spectral methods29 Aug 2023
- 2023Momentum Provably Improves Error Feedback!24 May 2023
- 2023Convergence of the Stochastic Heavy Ball Method With Approximate Gradients and/or Block Updating28 Mar 2023
- 2023A Unified Momentum-based Paradigm of Decentralized SGD for Non-Convex Models and Heterogeneous Data1 Mar 2023
- 2023Exponential convergence rates for momentum stochastic gradient descent in the overparametrized setting7 Feb 2023
- 2022Momentum Gradient Descent Federated Learning with Local Differential Privacy28 Sep 2022
- 2022Communication-Efficient {Federated} Learning Using Censored Heavy Ball Descent24 Sep 2022
- 2022Provable Adaptivity of Adam under Non-uniform Smoothness21 Aug 2022
- 2022Provable Acceleration of Nesterov's Accelerated Gradient Method over Heavy Ball Method in Training Over-Parameterized Neural Networks8 Aug 2022
- 2022DRSOM: A Dimension Reduced Second-Order Method30 Jul 2022
- 2022Provable Acceleration of Heavy Ball beyond Quadratics for a Class of Polyak-Lojasiewicz Functions when the Non-Convexity is Averaged-Out22 Jun 2022
- 2022On the fast convergence of minibatch heavy ball momentum15 Jun 2022
- 2022Automatic differentiation of nonsmooth iterative algorithms31 May 2022
- 2022Last-iterate convergence analysis of stochastic momentum methods for neural networks30 May 2022
- 2022Convergence of First-Order Methods for Constrained Nonconvex Optimization with Dependent Data29 Mar 2022
- 2022On Almost Sure Convergence Rates of Stochastic Gradient Methods9 Feb 2022
- 2022Restarted Nonconvex Accelerated Gradient Descent: No More Polylogarithmic Factor in the O(ε-7/4) Complexity27 Jan 2022
- 2022Accelerated Gradient Flow: Risk, Stability, and Implicit Regularization20 Jan 2022
- 2021Gradient Temporal Difference with Momentum: Stability and Convergence22 Nov 2021
- 2021Training Deep Neural Networks with Adaptive Momentum Inspired by the Quadratic Optimization18 Oct 2021
- 2021A theoretical and empirical study of new adaptive algorithms with additional momentum steps and shifted updates for stochastic non-convex optimization16 Oct 2021
- 2021Heavy Ball Momentum for Conditional Gradient8 Oct 2021
- 2021Does Momentum Change the Implicit Regularization on Separable Data?8 Oct 2021
- 2021Improving Adversarial Robustness for Free with Snapshot Ensemble7 Oct 2021
50 newest of 61 All 61 (JSON)
- 2024The AdEMAMix Optimizer: Better, Faster, Oldercited by 54
- 2025Implicit Bias of Spectral Descent and Muon on Multiclass Separable Datacited by 41
- 2022On Almost Sure Convergence Rates of Stochastic Gradient Methodscited by 35
- 2021Fast Margin Maximization via Dual Accelerationcited by 33
- 2023Momentum Provably Improves Error Feedback!cited by 31
- 2022Provable Adaptivity of Adam under Non-uniform Smoothnesscited by 30
- 2022Automatic differentiation of nonsmooth iterative algorithmscited by 25
- 2021Does Momentum Change the Implicit Regularization on Separable Data?cited by 22
- 2024On Convergence of Adam for Stochastic Optimization under Relaxed Assumptionscited by 21
- 2022Restarted Nonconvex Accelerated Gradient Descent: No More Polylogarithmic Factor in the O(ε-7/4) Complexitycited by 17
- 2024Revisiting Convergence of AdaGrad with Relaxed Assumptionscited by 15
- 2022On the fast convergence of minibatch heavy ball momentumcited by 13
12 most cited of 60 All 60 (JSON)
- 2026When Does Momentum Help in Reinforcement Learning with Verifiable Rewards?14 Oct 2026
- 2026The Row Normalization Puzzle in Muon30 Sep 2026
- 2026A Lower Bound for the Heavy-Ball Method on Smooth Convex Functions8 Sep 2026
- 2026Vanilla SGD with Momentum Survives Heavy-Tailed Noise: Convergence Analysis without Gradient Clipping or Normalization9 Jul 2026
- 2026MGUP: A Momentum-Gradient Alignment Update Policy for Stochastic Optimization16 Jun 2026
- 2026In-Expectation Convergence of Stochastic Gradient Methods under Heavy-Tailed Noise30 May 2026
- 2025Improved Convergence in Parameter-Agnostic Error Feedback through Momentum18 Nov 2025
- 2025Analysis of Schedule-Free Nonconvex Optimization8 Aug 2025
- 2025Learning to optimize with guarantees: a complete characterization of linearly convergent algorithms1 Aug 2025
- 2025On the Effectiveness of the z-Transform Method in Quadratic Optimization4 Jul 2025
- 2025Random feature approximation for general spectral methods19 Jun 2025
- 2025Convergence of Momentum-Based Optimization Algorithms with Time-Varying Parameters13 Jun 2025
12 newest of 60 All 60 (JSON)