An analysis of momentum can be tightened using a combination Chebyshev polynomials of the first
and second kind. Through this connection we'll derive one of the most iconic methods in optimization: Polyak momentum.

There's a fascinating link between minimization of quadratic functions and polynomials. A link
that goes
deep and allows to phrase optimization problems in the language of polynomials and vice versa.
Using this connection, we can tap into centuries of research in the theory of polynomials and
shed new light on …

This blog post extends the convergence theory from the first part of these notes on the
Frank-Wolfe (FW) algorithm with convergence guarantees on the primal-dual gap which generalize
and strengthen the convergence guarantees obtained in the first part.

Most proofs in optimization consist in using inequalities for a particular function class in some creative way. This is a cheatsheet with inequalities that I use most often. It considers …

The main contribution is to develop a parallel (fully asynchronous, no locks) variant of the SAGA algorighm. This is a stochastic variance-reduced method for general optimization, specially adapted for problems …