Design of First-Order Optimization Algorithms via Sum-of-Squares Programming
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Abstract (arXiv)
In this paper, we propose a framework based on sum-of-squares programming to design iterative first-order optimization algorithms for smooth and strongly convex problems. Our starting point is to develop a polynomial matrix inequality as a sufficient condition for exponential convergence of the algorithm. The entries of this matrix are polynomial functions of the unknown parameters (exponential decay rate, stepsize, momentum coefficient, etc.). We then formulate a polynomial optimization, in which the objective is to optimize the exponential decay rate over the parameters of the algorithm. Finally, we use sum-of-squares programming as a tractable relaxation of the proposed polynomial optimization problem. We illustrate the utility of the proposed framework by designing a first-order algorithm that shares the same structure as Nesterov's accelerated gradient method.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). First posted on arXiv 29 Mar 2018.
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Citing papers per year: 2022: 2.
2 papers.
- 2022Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalitiescited by 19
- 2022Convex Programs and Lyapunov Functions for Reinforcement Learning: A Unified Perspective on the Analysis of Value-Based Methodscited by 3
- 2022Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalities20 Apr 2022
- 2022Convex Programs and Lyapunov Functions for Reinforcement Learning: A Unified Perspective on the Analysis of Value-Based Methods14 Feb 2022