Adaptive Accelerated Gradient Descent Methods for Convex Optimization
Abstract
This work proposes A$^2$GD, a novel adaptive accelerated gradient descent method for convex and composite optimization. Smoothness and convexity constants are updated via Lyapunov analysis. Inspired by stability analysis in ODE solvers, the method triggers line search only when accumulated perturbations become positive, thereby reducing gradient evaluations while preserving strong convergence guarantees. By integrating adaptive step size and momentum acceleration, A$^2$GD outperforms existing first-order methods across a range of problem settings.
Fields of Study & Subjects
Stochastic Gradient Optimization Techniques
Advanced Optimization Algorithms Research
Optimization and Variational Analysis
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 26 January 2026
- Document type
- Preprint