restart scheme
- Europe > France > Île-de-France > Paris > Paris (0.04)
- South America > Paraguay > Asunción > Asunción (0.04)
- Asia > Russia (0.04)
- (3 more...)
Sharpness, Restart and Acceleration
Vincent Roulet, Alexandre d'Aspremont
The Łojasiewicz inequality shows that sharpness bounds on the minimum of convex optimization problems hold almost generically. Sharpness directly controls the performance of restart schemes, as observed by Nemirovskii and Nesterov [1985]. The constants quantifying error bounds are of course unobservable, but we show that optimal restart strategies are robust, and searching for the best scheme only increases the complexity by a logarithmic factor compared to the optimal bound. Overall then, restart schemes generically accelerate accelerated methods.
- Europe > France > Île-de-France > Paris > Paris (0.04)
- South America > Paraguay > Asunción > Asunción (0.04)
- Asia > Russia (0.04)
- (3 more...)
Generalized Continuous-Time Models for Nesterov's Accelerated Gradient Methods
Park, Chanwoong, Cho, Youngchae, Yang, Insoon
Recent research has indicated a substantial rise in interest in understanding Nesterov's accelerated gradient methods via their continuous-time models. However, most existing studies focus on specific classes of Nesterov's methods, which hinders the attainment of an in-depth understanding and a unified perspective. To address this deficit, we present generalized continuous-time models that cover a broad range of Nesterov's methods, including those previously studied under existing continuous-time frameworks. Our key contributions are as follows. First, we identify the convergence rates of the generalized models, eliminating the need to determine the convergence rate for any specific continuous-time model derived from them. Second, we show that six existing continuous-time models are special cases of our generalized models, thereby positioning our framework as a unifying tool for analyzing and understanding these models. Third, we design a restart scheme for Nesterov's methods based on our generalized models and show that it ensures a monotonic decrease in objective function values. Owing to the broad applicability of our models, this scheme can be used to a broader class of Nesterov's methods compared to the original restart scheme. Fourth, we uncover a connection between our generalized models and gradient flow in continuous time, showing that the accelerated convergence rates of our generalized models can be attributed to a time reparametrization in gradient flow. Numerical experiment results are provided to support our theoretical analyses and results.
- Europe > Switzerland > Zürich > Zürich (0.14)
- Asia > Middle East > Jordan (0.06)
- Asia > South Korea > Seoul > Seoul (0.04)
Sharpness, Restart and Acceleration
Roulet, Vincent, d', Aspremont, Alexandre
The {\L}ojasiewicz inequality shows that H\"olderian error bounds on the minimum of convex optimization problems hold almost generically. Here, we clarify results of \citet{Nemi85} who show that H\"olderian error bounds directly controls the performance of restart schemes. The constants quantifying error bounds are of course unobservable, but we show that optimal restart strategies are robust, and searching for the best scheme only increases the complexity by a logarithmic factor compared to the optimal bound. Overall then, restart schemes generically accelerate accelerated methods.
- Europe > France > Île-de-France > Paris > Paris (0.04)
- South America > Paraguay > Asunción > Asunción (0.04)
- Asia > Russia (0.04)
- (3 more...)
Linear Convergence of Proximal Gradient Algorithm with Extrapolation for a Class of Nonconvex Nonsmooth Minimization Problems
Wen, Bo, Chen, Xiaojun, Pong, Ting Kei
In this paper, we study the proximal gradient algorithm with extrapolation for minimizing the sum of a Lipschitz differentiable function and a proper closed convex function. Under the error bound condition used in [19] for analyzing the convergence of the proximal gradient algorithm, we show that there exists a threshold such that if the extrapolation coefficients are chosen below this threshold, then the sequence generated converges $R$-linearly to a stationary point of the problem. Moreover, the corresponding sequence of objective values is also $R$-linearly convergent. In addition, the threshold reduces to $1$ for convex problems and, as a consequence, we obtain the $R$-linear convergence of the sequence generated by FISTA with fixed restart. Finally, we present some numerical experiments to illustrate our results.
Restart Strategy Selection using Machine Learning Techniques
Restart strategies are an important factor in the performance of conflict-driven Davis Putnam style SAT solvers. Selecting a good restart strategy for a problem instance can enhance the performance of a solver. Inspired by recent success applying machine learning techniques to predict the runtime of SAT solvers, we present a method which uses machine learning to boost solver performance through a smart selection of the restart strategy. Based on easy to compute features, we train both a satisfiability classifier and runtime models. We use these models to choose between restart strategies. We present experimental results comparing this technique with the most commonly used restart strategies. Our results demonstrate that machine learning is effective in improving solver performance.
- North America > United States > Nevada > Clark County > Las Vegas (0.04)
- Oceania > Australia > New South Wales > Sydney (0.04)
- Europe (0.04)
- Asia > Middle East > Israel (0.04)