## Theory of accelerated methods

Zeyuan Allen-Zhu

Member, School of Mathematics

November 22, 2016

In this talk I will show how to derive the fastest coordinate descent method [1] and the fastest stochastic gradient descent method [2], both from the linear-coupling framework [3]. I will relate them to linear system solving, conjugate gradient method, the Chebyshev approximation theory, and raise several open questions at the end. No prior knowledge is required on first-order methods.