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Continuous-Time Analysis of Accelerated Gradient Methods via Conservation Laws in Dilated Coordinate Systems

ICML 2022 · Optimization › Nonconvex and smooth optimization · approach: Acceleration and Nesterov dynamics

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Analyze AGM ODE (r>3) via conservation law in dilated coordinates instead of prior Lyapunov functionAGM ODE r>3 · continuous-time convex minimizationf(X)-f* bound constant: (r-1)^2/2 improved to (r-1)Helped
Semi-second-order symplectic Euler discretization in dilated coordinates of AGM ODEdiscretized AGM · smooth convex minimization, discrete kO(1/k^2) rate constantHelped
Concatenate AGM ODE with OGM-G ODE to obtain gradient-norm rateOGM-G ODE · smooth convex minimization, gradient norm||grad f||^2 rate O(1/T^4)Helped
Generalize OGM-G ODE to r<-3 with dilated coordinatesOGM-G ODE · smooth convex minimization, gradient norm||grad f(X(T))||^2 bound constantNo clear effect

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