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Convergence rates of an inertial gradient descent algorithm under growth and flatness conditions.

Authors :
Apidopoulos, Vassilis
Aujol, Jean-François
Dossal, Charles
Rondepierre, Aude
Source :
Mathematical Programming; May2021, Vol. 187 Issue 1/2, p151-193, 43p
Publication Year :
2021

Abstract

In this paper we study the convergence properties of a Nesterov's family of inertial schemes which is a specific case of inertial Gradient Descent algorithm in the context of a smooth convex minimization problem, under some additional hypotheses on the local geometry of the objective function F, such as the growth (or Łojasiewicz) condition. In particular we study the different convergence rates for the objective function and the local variation, depending on these geometric conditions. In this setting we can give optimal convergence rates for this Nesterov scheme. Our analysis shows that there are some situations when Nesterov's family of inertial schemes is asymptotically less efficient than the gradient descent (e.g. in the case when the objective function is quadratic). [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00255610
Volume :
187
Issue :
1/2
Database :
Complementary Index
Journal :
Mathematical Programming
Publication Type :
Academic Journal
Accession number :
149905468
Full Text :
https://doi.org/10.1007/s10107-020-01476-3