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Continuous-time Analysis of Anchor Acceleration

NeurIPS 2023 · Optimization › Nonconvex and smooth optimization · approach: Acceleration and Nesterov dynamics · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
set anchor coefficient exponent p = 1 instead of p < 1 in beta(t)=gamma/t^p (ablation)anchor ODE · linear monotone operator A=[[0,1],[-1,0]]convergence of ||A(X(t))||^2: O(1/t^2p) -> O(1/t^2)Helped
set anchor coefficient exponent p = 1 instead of p > 1 (ablation)anchor ODE · linear monotone operator A=[[0,1],[-1,0]]convergence of ||A(X(t))||^2: O(1) -> O(1/t^2)Helped
use gamma >= 1 instead of gamma < 1 with p = 1 (ablation)anchor ODE beta(t)=gamma/t · monotone operatorsrate of ||A(X(t))||^2: O(1/t^2gamma) -> O(1/t^2)Helped
add the anchor term beta(t)(X-X0) to the plain flow X' = -A(X) (ablation)continuous-time flow on a rotation operator · linear monotone operatorconvergence to zero of AHelped
use beta(t)=2mu/(e^{2 mu t}-1) instead of 1/t for strongly monotone operatorsanchor ODE · mu-strongly monotone operatorsrate of ||A(X(t))||^2: Theta(1/t^2) -> O(1/e^{2 mu t})Helped
use the exponentially decaying beta(t) when A is merely monotoneanchor ODE with beta(t)=2mu/(e^{2 mu t}-1) · monotone operatorsconvergence of A(X(t))Hurt
adaptive anchor coefficient beta_k instead of fixed 1/(k+1) scheduleanchored PG-EXTRA · decentralized compressed sensingsquared M-norm of residual vs iterationHelped
anchor PG-EXTRA with Halpern coefficient gamma/(k^p+gamma), p=1.5, gamma=2.0PG-EXTRA · decentralized compressed sensingsquared M-norm of residual vs iterationHelped
anchor PG-EXTRA with APPM coefficientPG-EXTRA · decentralized compressed sensingsquared M-norm of residual vs iterationHelped

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