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20212024
most citedAccelerated Gradient Descent via Long Steps

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math.OC2024

A Strengthened Conjecture on the Minimax Optimal Constant Stepsize for Gradient Descent

Benjamin Grimmer, Kevin Shu, Alex L. Wang

Drori and Teboulle [4] conjectured that the minimax optimal constant stepsize for N steps of gradient descent is given by the stepsize that balances performance on Huber and quadra…

math.OC2024

Accelerated Objective Gap and Gradient Norm Convergence for Gradient Descent via Long Steps

Benjamin Grimmer, Kevin Shu, Alex L. Wang

This work considers gradient descent for L-smooth convex optimization with stepsizes larger than the classic regime where descent can be ensured. The stepsize schedules considered…

math.OC2024

On semidefinite descriptions for convex hulls of quadratic programs

Alex L. Wang, Fatma Kilinc-Karzan

Quadratically constrained quadratic programs (QCQPs) are a highly expressive class of nonconvex optimization problems. While QCQPs are NP-hard in general, they admit a natural conv…

math.OC20231 cited

Accelerated Gradient Descent via Long Steps

Benjamin Grimmer, Kevin Shu, Alex L. Wang

Recently Grimmer [1] showed for smooth convex optimization by utilizing longer steps periodically, gradient descent's textbook convergence guarantees can be improved by c…

math.OC2021

Implicit regularity and linear convergence rates for the generalized trust-region subproblem

Alex L. Wang, Yunlei Lu, Fatma Kilinc-Karzan

In this paper we develop efficient first-order algorithms for the generalized trust-region subproblem (GTRS), which has applications in signal processing, compressed sensing, and e…