Linear convergence of forward-backward accelerated algorithms without knowledge of the modulus of strong convexity
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Abstract (arXiv)
A significant milestone in modern gradient-based optimization was achieved with the development of Nesterov's accelerated gradient descent (NAG) method. This forward-backward technique has been further advanced with the introduction of its proximal generalization, commonly known as the fast iterative shrinkage-thresholding algorithm (FISTA), which enjoys widespread application in image science and engineering. Nonetheless, it remains unclear whether both NAG and FISTA exhibit linear convergence for strongly convex functions. Remarkably, these algorithms demonstrate convergence without requiring any prior knowledge of strongly convex modulus, and this intriguing characteristic has been acknowledged as an open problem in the comprehensive review [Chambolle and Pock, 2016, Appendix B]. In this paper, we address this question by utilizing the high-resolution ordinary differential equation (ODE) framework. Expanding upon the established phase-space representation, we emphasize the distinctive approach employed in crafting the Lyapunov function, which involves a dynamically adapting coefficient of kinetic energy that evolves throughout the iterations. Furthermore, we highlight that the linear convergence of both NAG and FISTA is independent of the parameter r. Additionally, we demonstrate that the square of the proximal subgradient norm likewise advances towards linear convergence.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 13 of its 21 references that are in the map. First posted on arXiv 16 Jun 2023.
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13 of 21 references.
References · 13
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- 2016A Variational Perspective on Accelerated Methods in Optimizationcited by 108
- 2018Understanding the Acceleration Phenomenon via High-Resolution Differential Equationscited by 68
- 2021Heavy Ball Neural Ordinary Differential Equationscited by 42
- 2019A Dynamical Systems Perspective on Nesterov Accelerationcited by 33
- 2019Acceleration via Symplectic Discretization of High-Resolution Differential Equationscited by 27
- 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
- 2022Gradient Norm Minimization of Nesterov Acceleration: o(1/k3)cited by 8
- 2021Revisiting the Role of Euler Numerical Integration on Acceleration and Stability in Convex Optimizationcited by 6
- 2022Proximal Subgradient Norm Minimization of ISTA and FISTAcited by 6
- 2019From differential equation solvers to accelerated first-order methods for convex optimizationcited by 5
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- 2022Linear Convergence of ISTA and FISTAcited by 2
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