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On the Link Between Optimization and Polynomials, Part 4

Acceleration without Momentum

While the most common accelerated methods like Polyak and Nesterov incorporate a momentum term, a little known fact is that simple gradient descent –no momentum– can achieve the same rate through only a well-chosen sequence of step-sizes. In this post we'll derive this method and through simulations discuss its practical …

On the Link Between Optimization and Polynomials, Part 3

A Hitchhiker's Guide to Momentum.

I've seen things you people wouldn't believe.
Valleys sculpted by trigonometric functions.
Rates on fire off the shoulder of divergence.
Beams glitter in the dark near the Polyak gate.
All those landscapes will be lost in time, like tears in rain.
Time to halt.

A momentum optimizer *

On the Link Between Optimization and Polynomials, Part 2

Momentum: when Chebyshev meets Chebyshev.

We can tighten the analysis of momentum methods through Chebyshev polynomials of the first and second kind. Following this connection, we'll derive one of the most iconic methods in optimization: Polyak momentum.

On the Link Between Polynomials and Optimization, Part 1

Residual Polynomials and the Chebyshev method.

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 …