OPTIMAL CONVERGENCE RATES FOR NESTEROV ACCELERATION - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2018

OPTIMAL CONVERGENCE RATES FOR NESTEROV ACCELERATION

Résumé

In this paper, we study the behavior of solutions of the ODE associated to Nesterov acceleration. It is well-known since the pioneering work of Nesterov that the rate of convergence O(t 2) is optimal for the class of convex functions. In this work, we show that better convergence rates can be obtained with some additional geometrical conditions, such as Lojasiewicz property. More precisely, we prove the optimal convergence rates that can be obtained depending on the geometry of the function F to minimize. The convergence rates are new, and they shed new light on the behavior of Nesterov acceleration schemes.
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Dates et versions

hal-01786117 , version 1 (05-05-2018)
hal-01786117 , version 2 (14-05-2018)
hal-01786117 , version 3 (07-12-2018)
hal-01786117 , version 4 (24-06-2019)

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Jean François Aujol, Charles H Dossal, Aude Rondepierre. OPTIMAL CONVERGENCE RATES FOR NESTEROV ACCELERATION. 2018. ⟨hal-01786117v3⟩
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