Lyapunov Analysis For Monotonically Forward-Backward Accelerated Algorithms
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Abstract (arXiv)
Nesterov's accelerated gradient method (NAG) achieves faster convergence than gradient descent for convex optimization but lacks monotonicity in function values. To address this, Beck and Teboulle [2009b] proposed a monotonic variant, M-NAG, and extended it to the proximal setting as M-FISTA for composite problems such as Lasso. However, establishing the linear convergence of M-NAG and M-FISTA under strong convexity remains an open problem. In this paper, we analyze M-NAG via the implicit-velocity phase representation and show that an additional assumption, either the position update or the phase-coupling relation, is necessary to fully recover the NAG iterates. The essence of M-NAG lies in controlling an auxiliary sequence to enforce non-increase. We further demonstrate that the M-NAG update alone is sufficient to construct a Lyapunov function guaranteeing linear convergence, without relying on full NAG iterates. By modifying the mixed sequence to incorporate forward-indexed gradients, we develop a new Lyapunov function that removes the kinetic energy term, enabling a direct extension to M-NAG. The required starting index depends only on the momentum parameter and not on problem constants. Finally, leveraging newly developed proximal inequalities, we extend our results to M-FISTA, establishing its linear convergence and deepening the theoretical understanding of monotonic accelerated methods.
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References · 11
- 2015A Differential Equation for Modeling Nesterov's Accelerated Gradient Method: Theory and Insightscited by 206
- 2016A Variational Perspective on Accelerated Methods in Optimizationcited by 110
- 2018Understanding the Acceleration Phenomenon via High-Resolution Differential Equationscited by 69
- 2015The rate of convergence of Nesterov's accelerated forward-backward method is actually faster than 1/k2cited by 15
- 2022From the Ravine method to the Nesterov method and vice versa: a dynamical system perspectivecited by 9
- 2022Gradient Norm Minimization of Nesterov Acceleration: o(1/k3)cited by 8
- 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
- 2023On Underdamped Nesterov's Accelerationcited by 1
- 2023Linear convergence of forward-backward accelerated algorithms without knowledge of the modulus of strong convexitycited by 1
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