UGM: A Unified Framework and New Perspectives for Accelerated Gradient Methods in Smooth and Strongly Convex Optimization
Danqing Zhou, Shiqian Ma, Junfeng Yang
Abstract
In this paper, we propose a unified framework for accelerated gradient methods, dubbed UGM, which subsumes a wide range of accelerated and conventional gradient-type methods designed for minimizing L-smooth and μ-strongly convex functions. We demonstrate that the iteration update of the proposed framework can be intrinsically interpreted as a hybrid combination of the heavy-ball method and vanilla gradient descent. This interpretation reveals that classical accelerated gradient methods essentially integrate a conservative gradient descent step into the fast yet unstable heavy-ball dynamics, which achieves a favorable trade-off between acceleration and stability. We further establish a unified convergence analysis using Lyapunov functions. Guided by our analysis, we develop a family of enhanced accelerated gradient algorithms that leverage the inner product relationship between gradient information and iterative variables to optimize iterative updates. Extensive numerical experiments on unconstrained quadratic optimization and logistic regression validate that the proposed algorithms achieve superior performance compared with existing baseline methods under typical structural conditions.
Create a lesson
Related papers
When MILP Beats QP: Piecewise-Linear Reformulations of Sequentially Coupled Bilinear Programs
Quentin Ploussard, Maris Usis, Oluwabunmi Iwakin et al.
Marine Autonomous Vehicle Fleet Scheduling to Maximise Scientific Impact
Mehdi El Krari, Jonathan Smith, Maria Fox
Asymptotic consensus and flocking under decaying persistent excitation on rooted digraphs
Chiara Cicolani, Elisa Continelli, Cristina Pignotti
Co-Optimized Generation, Transmission, and Storage Expansion: System Value and Optimal Duration of Pumped-Storage Hydropower
Rafael Benchimol Klausner, Rafael Kelman
Randomized Quasi-Gauss--Newton Methods for Solving General Nonlinear Equations
Chengchang Liu, Luo Luo
Classification of facial exposedness of completely positive cones over symmetric cones
Mitsuhiro Nishijima