arXiv subjects

Edward Duc Hien Nguyen

Publications and source records attributed to Edward Duc Hien Nguyen.

7 recordsLinked to original sources

arXiv2026

Peppy: An AI-Assisted Workflow for Tight Convergence Analysis of Optimization Algorithms

This paper presents Peppy, an AI-assisted workflow for discovering tight, analytic convergence proofs for first-order optimization algorithms. Generic approaches to using LLMs to conduct mathematical research target an unspecified, broad spectrum of problems and sometimes use the Lean 4 proof assistant for formalization. On the other hand, Peppy leverages domain-specific knowledge more heavily and is thereby capable of constructing the proofs in a more structured manner, which allow a minimal and accessible verification through SymPy. We experimentally demonstrate through examples that Peppy provides a rigorous, practical, and reproducible paradigm for AI-assisted theorem synthesis in optimization. We further highlight its capability of closing several open problems on tight convergence analysis of first-order optimization algorithms, including conjectures for Nesterov's FGM. Overall, Peppy is designed to turn the art of optimization algorithm analysis into a science.

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arXiv2026

Toward a Systematic Understanding and Interactive Search of Lyapunov-Style Proofs in Optimization

Lyapunov-style convergence proofs, which establish a nonincreasing sequence to provide a quantitative convergence rate for an algorithm, are popular and often considered desirable in first-order optimization. However, existing approaches to finding such Lyapunov functions rely on hand-designed templates or prior insight on the proof structure, and do not certify that the resulting Lyapunov-style analysis provides the sharpest convergence bound. In this work, we introduce a systematic framework for converting a tight, analytic convergence proof of an optimization algorithm, often found via computer assistance, into an equivalent proof based on Lyapunov functions. We implement a concrete procedure that combines a performance estimation problem (PEP) toolbox with elementary linear algebra, and show that it captures a number of prior Lyapunov analyses within a single Jupyter notebook. Based on our implementation, a user can straightforwardly test our systematic and interactive procedure on their own optimization algorithm of interest to search for a tight Lyapunov-style proof via code, without the need to comprehend the implementation details. We extend the application of our framework and discover four novel analytic Lyapunov-style proofs, where notably, one of them identifies a new exact optimal proximal algorithm for strongly monotone inclusion problems.

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arXiv2025

Exact worst-case convergence rates for Douglas--Rachford and Davis--Yin splitting methods

In this work, we aim to establish the exact worst-case convergence rates of Douglas--Rachford splitting (DRS) and Davis--Yin splitting (DYS) when applied to convex optimization problems. Both DRS and DYS have two variants as swapping the roles of the two nonsmooth convex functions in both algorithms yields different sequences of iterates. For both variants of DRS and one variant of DYS, we establish the exact worst-case convergence rates, including the constant factor, using the primal--dual gap function as the performance metric. We provide worst-case examples to verify the tightness of these rates. To the best of our knowledge, this is the first result that establishes the exact worst-case convergence rates for DRS and DYS that include the constant factor. For the other variant of DYS, we establish the best-known convergence rate and provide a concrete example indicating a discrepancy between the convergence rates of the two DYS variants.

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arXiv2025

On graphs with finite-time consensus and their use in gradient tracking

This paper studies sequences of graphs satisfying the finite-time consensus property (i.e., iterating through such a finite sequence is equivalent to performing global or exact averaging) and their use in Gradient Tracking. We provide an explicit weight matrix representation of the studied sequences and prove their finite-time consensus property. Moreover, we incorporate the studied finite-time consensus topologies into Gradient Tracking and present a new algorithmic scheme called Gradient Tracking for Finite-Time Consensus Topologies (GT-FT). We analyze the new scheme for nonconvex problems with stochastic gradient estimates. Our analysis shows that the convergence rate of GT-FT does not depend on the heterogeneity of the agents' functions or the connectivity of any individual graph in the topology sequence. Furthermore, owing to the sparsity of the graphs, GT-FT requires lower communication costs than Gradient Tracking using the static counterpart of the topology sequence.

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arXiv2024

Sparse factorization of the square all-ones matrix of arbitrary order

In this paper, we study sparse factorization of the (scaled) square all-ones matrix $J$ of arbitrary order. We introduce the concept of hierarchically banded matrices and propose two types of hierarchically banded factorization of $J$: the reduced hierarchically banded (RHB) factorization and the doubly stochastic hierarchically banded (DSHB) factorization. Based on the DSHB factorization, we propose the sequential doubly stochastic (SDS) factorization, in which~$J$ is decomposed as a product of sparse, doubly stochastic matrices. Finally, we discuss the application of the proposed sparse factorizations to the decentralized average consensus problem and decentralized optimization.

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arXiv2022

On the Performance of Gradient Tracking with Local Updates

We study the decentralized optimization problem where a network of $n$ agents seeks to minimize the average of a set of heterogeneous non-convex cost functions distributedly. State-of-the-art decentralized algorithms like Exact Diffusion~(ED) and Gradient Tracking~(GT) involve communicating every iteration. However, communication is expensive, resource intensive, and slow. In this work, we analyze a locally updated GT method (LU-GT), where agents perform local recursions before interacting with their neighbors. While local updates have been shown to reduce communication overhead in practice, their theoretical influence has not been fully characterized. We show LU-GT has the same communication complexity as the Federated Learning setting but allows arbitrary network topologies. In addition, we prove that the number of local updates does not degrade the quality of the solution achieved by LU-GT. Numerical examples reveal that local updates can lower communication costs in certain regimes (e.g., well-connected graphs).

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arXiv2022

On Acceleration of Gradient-Based Empirical Risk Minimization using Local Polynomial Regression

We study the acceleration of the Local Polynomial Interpolation-based Gradient Descent method (LPI-GD) recently proposed for the approximate solution of empirical risk minimization problems (ERM). We focus on loss functions that are strongly convex and smooth with condition number $σ$. We additionally assume the loss function is $η$-Hölder continuous with respect to the data. The oracle complexity of LPI-GD is $\tilde{O}\left(σm^d \log(1/\varepsilon)\right)$ for a desired accuracy $\varepsilon$, where $d$ is the dimension of the parameter space, and $m$ is the cardinality of an approximation grid. The factor $m^d$ can be shown to scale as $O((1/\varepsilon)^{d/2η})$. LPI-GD has been shown to have better oracle complexity than gradient descent (GD) and stochastic gradient descent (SGD) for certain parameter regimes. We propose two accelerated methods for the ERM problem based on LPI-GD and show an oracle complexity of $\tilde{O}\left(\sqrtσ m^d \log(1/\varepsilon)\right)$. Moreover, we provide the first empirical study on local polynomial interpolation-based gradient methods and corroborate that LPI-GD has better performance than GD and SGD in some scenarios, and the proposed methods achieve acceleration.

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