The Iterates of Nesterov's Accelerated Algorithm Converge in The Critical Regimes

Abstract

In this paper, we prove that the iterates of the accelerated Nesterov's algorithm in the critical regime do converge in the weak topology to a global minimizer of an $L$-smooth function in a real Hilbert space, hence answering positively a conjecture posed by H. Attouch and co-authors a decade ago. This result is the algorithmic case of a very recent result on the continuous-time system posted by E. Ryu on X, with assistance from ChatGPT.