Gradient Norm Minimization of Nesterov Acceleration: o(1/k3)
Not on the map. Why?
Abstract (arXiv)
In the history of first-order algorithms, Nesterov's accelerated gradient descent (NAG) is one of the milestones. However, the cause of the acceleration has been a mystery for a long time. It has not been revealed with the existence of gradient correction until the high-resolution differential equation framework proposed in [Shi et al., 2021]. In this paper, we continue to investigate the acceleration phenomenon. First, we provide a significantly simplified proof based on precise observation and a tighter inequality for L-smooth functions. Then, a new implicit-velocity high-resolution differential equation framework, as well as the corresponding implicit-velocity version of phase-space representation and Lyapunov function, is proposed to investigate the convergence behavior of the iterative sequence xkk=0∞ of NAG. Furthermore, from two kinds of phase-space representations, we find that the role played by gradient correction is equivalent to that by velocity included implicitly in the gradient, where the only difference comes from the iterative sequence ykk=0∞ replaced by xkk=0∞. Finally, for the open question of whether the gradient norm minimization of NAG has a faster rate o(1/k3), we figure out a positive answer with its proof. Meanwhile, a faster rate of objective value minimization o(1/k2) is shown for the case r > 2.
Key facts. Cited by 8 papers in the map (data through 7 Oct 2026). Builds on 14 of its 27 references that are in the map. First posted on arXiv 19 Sep 2022.
Builds on
14 of 27 references.
References · 14
- 2014Convex Optimization: Algorithms and Complexitycited by 569
- 2015A Differential Equation for Modeling Nesterov's Accelerated Gradient Method: Theory and Insightscited by 203
- 2017Underdamped Langevin MCMC: A non-asymptotic analysiscited by 131
- 2016A Variational Perspective on Accelerated Methods in Optimizationcited by 108
- 2013Accelerated Gradient Methods for Nonconvex Nonlinear and Stochastic Programmingcited by 74
- 2018Understanding the Acceleration Phenomenon via High-Resolution Differential Equationscited by 68
- 2018Sharp convergence rates for Langevin dynamics in the nonconvex settingcited by 67
- 2019A Dynamical Systems Perspective on Nesterov Accelerationcited by 33
- 2020On Learning Rates and Schr"odinger Operatorscited by 33
- 2015The rate of convergence of Nesterov's accelerated forward-backward method is actually faster than 1/k2cited by 15
- 2016Fast convex optimization via inertial dynamics with Hessian driven dampingcited by 13
- 2021On the Hyperparameters in Stochastic Gradient Descent with Momentumcited by 9
Built on by
Citing papers per year: 2022: 3; 2023: 3; 2024: 2.
8 papers.
- 2022Proximal Subgradient Norm Minimization of ISTA and FISTAcited by 6
- 2022Revisiting the acceleration phenomenon via high-resolution differential equationscited by 5
- 2022Linear Convergence of ISTA and FISTAcited by 2
- 2023A Variational Perspective on High-Resolution ODEscited by 2
- 2023On Underdamped Nesterov's Accelerationcited by 1
- 2023Linear convergence of forward-backward accelerated algorithms without knowledge of the modulus of strong convexitycited by 1
- 2024Generalized Continuous-Time Models for Nesterov's Accelerated Gradient Methodscited by 0
- 2024Lyapunov Analysis For Monotonically Forward-Backward Accelerated Algorithmscited by 0
- 2024Lyapunov Analysis For Monotonically Forward-Backward Accelerated Algorithms18 Dec 2024
- 2024Generalized Continuous-Time Models for Nesterov's Accelerated Gradient Methods2 Sep 2024
- 2023A Variational Perspective on High-Resolution ODEs3 Nov 2023
- 2023Linear convergence of forward-backward accelerated algorithms without knowledge of the modulus of strong convexity16 Jun 2023
- 2023On Underdamped Nesterov's Acceleration28 Apr 2023
- 2022Linear Convergence of ISTA and FISTA13 Dec 2022
- 2022Revisiting the acceleration phenomenon via high-resolution differential equations12 Dec 2022
- 2022Proximal Subgradient Norm Minimization of ISTA and FISTA3 Nov 2022