Potential Function-based Framework for Making the Gradients Small in Convex and Min-Max Optimization
Not on the map. Why?
Abstract (arXiv)
Making the gradients small is a fundamental optimization problem that has eluded unifying and simple convergence arguments in first-order optimization, so far primarily reserved for other convergence criteria, such as reducing the optimality gap. We introduce a novel potential function-based framework to study the convergence of standard methods for making the gradients small in smooth convex optimization and convex-concave min-max optimization. Our framework is intuitive and it provides a lens for viewing algorithms that make the gradients small as being driven by a trade-off between reducing either the gradient norm or a certain notion of an optimality gap. On the lower bounds side, we discuss tightness of the obtained convergence results for the convex setup and provide a new lower bound for minimizing norm of cocoercive operators that allows us to argue about optimality of methods in the min-max setup.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 30 of its 57 references that are in the map. First posted on arXiv 28 Jan 2021.
Builds on
30 of 57 references.
References · 30
- 2015A Differential Equation for Modeling Nesterov's Accelerated Gradient Method: Theory and Insightscited by 203
- 2017Lower Bounds for Finding Stationary Points Icited by 125
- 2016A Variational Perspective on Accelerated Methods in Optimizationcited by 108
- 2014Analysis and Design of Optimization Algorithms via Integral Quadratic Constraintscited by 105
- 2018Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problemscited by 75
- 2018Understanding the Acceleration Phenomenon via High-Resolution Differential Equationscited by 68
- 2017A First Order Method for Solving Convex Bi-Level Optimization Problemscited by 67
- 2020Halpern Iteration for Near-Optimal and Parameter-Free Monotone Inclusion and Strong Solutions to Variational Inequalitiescited by 60
- 2020Last Iterate is Slower than Averaged Iterate in Smooth Convex-Concave Saddle Point Problemscited by 59
- 2014Linear Coupling: An Ultimate Unification of Gradient and Mirror Descentcited by 58
- 2018How To Make the Gradients Small Stochastically: Even Faster Convex and Nonconvex SGDcited by 55
- 2015A Universal Catalyst for First-Order Optimizationcited by 54
18 more
- 2016A Lyapunov Analysis of Momentum Methods in Optimizationcited by 28
- 2017The Approximate Duality Gap Technique: A Unified Theory of First-Order Methodscited by 27
- 2019First-order optimization algorithms via inertial systems with Hessian driven dampingcited by 22
- 2015A geometric alternative to Nesterov's accelerated gradient descentcited by 21
- 2018Direct Runge-Kutta Discretization Achieves Accelerationcited by 21
- 2015Exact Worst-case Performance of First-order Methods for Composite Convex Optimizationcited by 16
- 2018Optimizing the Efficiency of First-Order Methods for Decreasing the Gradient of Smooth Convex Functionscited by 14
- 2018Primal-dual accelerated gradient methods with small-dimensional relaxation oraclecited by 14
- 2019Generalized Momentum-Based Methods: A Hamiltonian Perspectivecited by 12
- 2016On the Iteration Complexity of Oblivious First-Order Optimization Algorithmscited by 9
- 2017Rate of convergence of the Nesterov accelerated gradient method in the subcritical case α ≤ 3cited by 9
- 2017Control Interpretations for First-Order Optimization Methodscited by 8
- 2017Accelerated Extra-Gradient Descent: A Novel Accelerated First-Order Methodcited by 8
- 2017Integration Methods and Accelerated Optimization Algorithmscited by 6
- 2016An optimal first order method based on optimal quadratic averagingcited by 5
- 2016Generalizing the optimized gradient method for smooth convex minimizationcited by 5
- 2019Nearly optimal first-order methods for convex optimization under gradient norm measure: An adaptive regularization approachcited by 4
- 2019Accelerated Proximal Point Method for Maximally Monotone Operatorscited by 2
Built on by
Citing papers per year: 2021: 3; 2022: 1.
4 papers.
- 2021The Complexity of Nonconvex-Strongly-Concave Minimax Optimizationcited by 44
- 2021Extragradient Method: O(1/K) Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivitycited by 39
- 2022Stochastic Halpern Iteration with Variance Reduction for Stochastic Monotone Inclusionscited by 17
- 2021Practical Schemes for Finding Near-Stationary Points of Convex Finite-Sumscited by 4
- 2022Stochastic Halpern Iteration with Variance Reduction for Stochastic Monotone Inclusions17 Mar 2022
- 2021Extragradient Method: O(1/K) Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity8 Oct 2021
- 2021Practical Schemes for Finding Near-Stationary Points of Convex Finite-Sums25 May 2021
- 2021The Complexity of Nonconvex-Strongly-Concave Minimax Optimization29 Mar 2021