Nesterov accelerated gradient method 2026-09-28
For a convex objective with an -Lipschitz gradient, Nesterov's accelerated gradient method reaches objective error in iterations when a minimizer lies within distance of the initial point.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 325 1 iv Solution Created 2026-10-03 Updated 2026-10-06
For the Euclidean norm, rotational symmetry and minimizing the radial objective give the radial soft thresholding formulaIndeed, if , an optimal is a nonnegative scalar multiple of ; minimizing over gives . The gradient of a Moreau envelope is consequentlyAt this is , and the two expressions agree when . The Moreau envelope of the Euclidean norm itself isThus a quadratic core replaces the nondifferentiable tip while the outer gradient remains the normalized radial direction. The Euclidean norm has an unbounded effective domain, unlike the earlier bounded-domain hypothesis; the preceding argument explicitly shows that this restriction is unnecessary here.
The absolute value and its Moreau envelope with tau equal to one, together with the continuous clipped gradient replacing the jump at the origin
. For convex optimization, this Moreau–Yosida regularisation permits gradient descent and other methods for functions with a Lipschitz gradient, using a gradient Lipschitz constant . It approximates the norm uniformly: . Smaller improves approximation but makes the permitted gradient steps smaller. Minimizing alone preserves the minimizers and minimum value of ; replacing one term in a larger objective can shift the minimizer, so the smoothing parameter controls that approximation error.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 335 3 ii Solution Created 2026-10-03 Updated 2026-10-05
To first order in , replace by and use the known incident field in the outgoing integral. The Born approximation for scalar wave scattering givesBoth the contrast term and the internal-field correction are second order for fixed geometry in the perturbative regime established in part i.
Specify the data space before taking an adjoint operator. For example, let and , where is a bounded measurement surface separated from . Define the linear operatorFor bounded incident field this is a Hilbert-Schmidt operator, hence a compact operator. The equation is , with . Other sampling geometries give corresponding data spaces and weights; the paper does not specify one. Using the usual complex inner products, its adjoint operator isThe complex conjugations are required by the adjoint operator identity, not by wave reciprocity alone.
The Landweber iteration starts from and applies gradient descent to :Each step back-propagates the data residual. The Landweber relaxation parameter controls stability, and early stopping of Landweber iteration prevents small singular values from amplifying measurement errors. For an explicitly real-valued index contrast, use the real Hilbert space structure and replace by in this update. Additional sign or support constraints require corresponding projections; none are assumed here.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 335 3 iii Solution 2026-10-05
Minimize the data-misfit functional . For a perturbation , , so its gradient is . Gradient descent gives Landweber iteration:On a singular component, the iteration error is multiplied by , whose modulus is less than one. Starting from zero preserves orthogonality to and makes the exact-data iterates converge to .
For the unit-step formulas and noise bound used below, rescale so that and . Finite iteration count bounds amplification of small singular-value components; the stopping count provides the regularization parameter.
Past exam of the mathematics course of the University of Cambridge 2022 ib Paper 1 7H Solution Created 2026-09-23 Updated 2026-09-25
Starting from , gradient descent repeatedly computes the gradient and updatesstopping when the gradient norm, step, or objective decrease is sufficiently small.
The Hessian bounds say that is -strongly convex and has -smooth gradient. With ,Thus the iteration count isconvergence becomes slower linearly with the condition number .
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 339 1 c iii Solution Created 2026-09-28 Updated 2026-10-03
The maximizer defining is , soConsequentlyThus the proximal point algorithm for is ordinary gradient descent with step on its smooth Moreau envelope.
Past exam of the mathematics course of the University of Cambridge 2022 ii Paper 1 41C c Solution Created 2026-09-24 Updated 2026-09-25
The gradient descent iteration isFor the error ,Part (a) shows that convergence for every initial vector is equivalent to
for every eigenvalue of . Since all eigenvalues are positive,
for every eigenvalue of . Since all eigenvalues are positive,
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 335 3 iii Solution 2026-09-28
Forthe Frechet derivative in direction isThus the Hilbert-space gradient isThe gradient descent update with step size is consequentlywhich is exactly Landweber iteration. Its stationary points solve the normal equation and minimize the convex quadratic functional .
Past exam of the mathematics course of the University of Cambridge 2026 ib Paper 3 19H Solution Created 2026-09-24 Updated 2026-09-25
Gradient descent is . Integrating the Hessian along a segment gives the descent lemma. Applying it to the hinted and convexity yields cocoercivity: . Apply this to , whose Hessian lies between and , and rearrange to obtain the displayed strengthened inequality. With , , and , expansion of the squared update gives contraction factor per step and the stated bound.
