Optimal local linear convergence of Nesterov's accelerated gradient method for $C^2$ functions under the Polyak--{\L}ojasiewicz inequality
Zixu Feng, Hao Yuan

TL;DR
This paper proves that Nesterov's accelerated gradient method achieves the optimal local linear convergence rate for $C^2$ functions satisfying the Polyak--{\
Contribution
It introduces a two-stage analysis that establishes the optimal local linear convergence rate under minimal smoothness assumptions.
Findings
Nesterov's method attains the optimal local linear convergence rate.
The analysis requires only $C^2$ smoothness, not higher.
Numerical experiments support the theoretical results.
Abstract
In this work, we establish that Nesterov's accelerated gradient method, applied to functions satisfying the Polyak--{\L}ojasiewicz inequality around local minimizers, achieves the optimal local linear convergence rate , where is an arbitrarily small constant. Our analysis requires neither higher-order smoothness beyond of the objective function nor any additional geometric regularity of the submanifold of local minimizers. The key novelty lies in a two-stage argument: we first establish a coarse yet valid local linear convergence rate and then, building upon this a priori convergence guarantee, obtain a refined characterization of the linearized iteration operator, which yields the optimal rate. As a result, we only need to slightly strengthen the standard assumption, which is commonly…
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Taxonomy
TopicsStochastic Gradient Optimization Techniques · Optimization and Variational Analysis · Numerical methods in inverse problems
