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math.OC2025
Nesterov Finds GRAAL: Optimal and Adaptive Gradient Method for Convex Optimization
Ekaterina Borodich, Dmitry Kovalev
In this paper, we focus on the problem of minimizing a continuously differentiable convex objective function, . Recently, Malitsky (2020); Alacaoglu et al.(2023) devel…
cs.LG2025
SGD with Adaptive Preconditioning: Unified Analysis and Momentum Acceleration
Dmitry Kovalev
In this paper, we revisit stochastic gradient descent (SGD) with AdaGrad-type preconditioning. Our contributions are twofold. First, we develop a unified convergence analysis of SG…