<?xml version="1.0" encoding="utf-8"?><feed xmlns="http://www.w3.org/2005/Atom" ><generator uri="https://jekyllrb.com/" version="4.4.1">Jekyll</generator><link href="/feed.xml" rel="self" type="application/atom+xml" /><link href="/" rel="alternate" type="text/html" /><updated>2026-09-15T17:47:51+02:00</updated><id>/feed.xml</id><title type="html">ODI Website</title><subtitle>Optimization and Data Intelligence Group website</subtitle><entry><title type="html">Open Problems as Active Learning in the Age of AI</title><link href="/blog/teaching-with-open-problems/" rel="alternate" type="text/html" title="Open Problems as Active Learning in the Age of AI" /><published>2026-09-15T00:00:00+02:00</published><updated>2026-09-15T00:00:00+02:00</updated><id>/blog/teaching-with-open-problems</id><content type="html" xml:base="/blog/teaching-with-open-problems/"><![CDATA[<section id="intro">

  <p class="post-lede"><em>Lessons from a semester of AI for Mathematics and Optimization Seminar at ETH Zürich.</em></p>

  <p>AI poses a pressing question for university education. If increasingly capable models can solve many difficult exercises we give students, should we restrict their use—or rethink what we ask students to do?</p>

  <p>This past spring at ETH Zürich, we tried the latter. In our BSc/MSc seminar <strong>AI for Mathematics and Optimization (AI4OPT)</strong>, we gave students authentic open problems for which no solution was known in advance, and asked them to use AI as part of the learning process.</p>

  <p>What we saw was not that AI made students think less. Quite the opposite. In an open-problem setting, it made learning more active, as students have to question, compare, diagnose, verify, and ultimately defend what they chose to accept.</p>

  <p>AI lowered both the cognitive and emotional barriers to entering unfamiliar territory. Students could ask for explanations on demand, reconstruct prerequisites, and explore ideas much more quickly. Perhaps not surprisingly, even bachelor students with limited prior training in the subject could now engage with questions at the research frontier.</p>

  <p><strong>But the more important lesson was educational: AI-supported open-problem projects created a low-stakes yet productive setting for active learning and critical thinking.</strong> Uncertainty, failed attempts, and even flawed AI outputs became opportunities for productive struggle, where students’ awareness of AI’s fallibility encourages critical evaluation of its outputs.</p>

  <p>We believe this matters for mathematics and computer science education. Such top-down, project-based mode of learning can complement the traditional bottom-up, curriculum-based learning, by helping students establish conceptual understanding and AI literacy, before they complete the full subject training. It adds a different mode of learning—an active one in which students learn by navigating uncertainty, testing ideas, and exercising judgement, rather than passively consuming AI outputs or avoiding it altogether.</p>

</section>

<section id="course">

  <h2 id="course-heading">A course designed around the unknown</h2>

  <p>AI4OPT was a semester-long, project-based seminar for BSc and MSc computer science students with limited or no prior training in optimization. In total, 18 BSc and 17 MSc students enrolled in Spring 2026. Students worked in teams of three to four on open problems drawn from active research in optimization. Throughout the semester, they used AI tools such as ChatGPT, Claude Code, and Gemini, and in some cases built their own agentic pipeline to learn background, generate ideas, implement experiments, test claims, and report their process, via both oral presentations and written report.</p>

  <figure>
  <img src="/assets/blog/ai4opt/AI4OPT-course-design.png" alt="Five-step course design: form teams with limited optimization training, assign an open problem from optimization, pair with a mentor and the problem proposer, solve with AI by exploring, formalizing and iterating, then evaluate via student report, mentor verification and Lean verification." />
  <figcaption>The course design: teams with little prior optimization training are given an open problem and a mentor, work on it with AI, and are evaluated through a written report, mentor verification, and — where applicable — formal verification in Lean.</figcaption>
</figure>

  <p>The course asked a deliberately ambitious question:</p>

  <blockquote>
    <p>Can students with limited prior training in optimization use AI to learn enough, reason carefully enough, and verify rigorously enough to make meaningful progress on real open problems?</p>
  </blockquote>

  <p>The inquiry pursued three intertwined objectives: (1) advancing students’ optimization training, (2) developing their capability to use AI and scrutinize AI output, and (3) cultivating authentic research practice.</p>

  <p>Crucially, <strong>students were not graded on whether they solved the open problem</strong>. Evaluation focused instead on whether they could explain and defend their reasoning, distinguish known results from new or AI-suggested ideas, critically assess AI outputs, and make rigorous, meaningful progress. Partial results, counterexamples, clarified failure modes, and well-justified negative findings all counted.</p>

  <p>Each project was paired with a mentor who had expertise in the underlying research question. The mentor provided targeted guidance and, importantly, helped verify whether the team’s final claims were correct and whether partial progress was genuinely meaningful.</p>

  <p>The goal was not to replace systematic coursework or thesis supervision. Those remain essential. Instead, the course tested a complementary pathway: students begin with an authentic open problem, use AI to reconstruct the deep but narrow background they need, and learn through the process of problem solving.</p>

  <p>This also changed the role of AI. It was not treated as an answer machine. Instead, it was treated as a fallible learning partner: useful for generating explanations, conjectures, analogies, proof attempts, code, counterexamples, and critiques, but never authoritative by itself.</p>

</section>

<section id="semester">

  <h2 id="semester-heading">What happened during the semester</h2>

  <p>Across nine open problems, three were solved and verified, two produced substantial partial progress, and four remained open.</p>

  <p><strong>Summary: 9 open problems. 3 solved and verified. 2 partial. 4 remained open.</strong></p>

  <div class="table-wrap">

    <table>
      <thead>
        <tr>
          <th>Open problem</th>
          <th>Research target</th>
          <th>Outcome</th>
        </tr>
      </thead>
      <tbody>
        <tr>
          <td>Cycling behavior of Heavy-Ball</td>
          <td>Lower bound</td>
          <td>✅ <strong>Solved</strong> (<a href="/blog/heavy-ball-one-dimension/">blog</a>)</td>
        </tr>
        <tr>
          <td>Derandomization of the Arcsine stepsize schedule</td>
          <td>Upper / lower</td>
          <td>⭕ Open</td>
        </tr>
        <tr>
          <td>Optimal rate of projected SGD for gradient norms</td>
          <td>Upper / lower</td>
          <td>◐ <strong>Partial</strong></td>
        </tr>
        <tr>
          <td>Optimal rate of SGD under heavy-tailed noise</td>
          <td>Upper / lower</td>
          <td>⭕ Open</td>
        </tr>
        <tr>
          <td>Private stochastic non-smooth convex optimization</td>
          <td>Upper / lower</td>
          <td>◐ <strong>Partial</strong> (<a href="https://michahenh.github.io/AI4Math/">blog</a>)</td>
        </tr>
        <tr>
          <td>Acceleration under a local PL condition</td>
          <td>Upper bound</td>
          <td>✅ <strong>Solved</strong> (<a href="https://tobotis.github.io/PL-Accelerated-Nesterov/">blog</a>)</td>
        </tr>
        <tr>
          <td>Convex optimization with linear memory</td>
          <td>Lower bound</td>
          <td>⭕ Open</td>
        </tr>
        <tr>
          <td>Simpler proof for OGDA</td>
          <td>Upper bound</td>
          <td>⭕ Open</td>
        </tr>
        <tr>
          <td>Higher-order Fitzpatrick functions</td>
          <td>—</td>
          <td>✅ <strong>Solved</strong> (<a href="https://shmoshua.github.io/fitzpatrick-functions/">blog</a>)</td>
        </tr>
      </tbody>
    </table>

  </div>

  <p>These outcomes are exciting, but they should be interpreted carefully. Open-problem difficulty cannot be calibrated precisely in advance, so the distribution of solved, partial, and open projects should not be read as a ranking of teams or as a controlled measure of AI effectiveness.</p>

  <p>For the purpose of education, the unresolved and partial projects mattered just as much. Students were assessed not only on whether they solved the original problem, but also on whether they could reconstruct the background, decompose the question, audit AI-generated arguments, explain failures, and defend verified claims. It is worthy noting that failure to solve was not failure to learn. In an open-problem course, an unresolved result can still represent substantial learning.</p>

  <h3 id="the-studentai-learning-loop">The student–AI learning loop</h3>

  <p>Across the projects, students developed variations of a common workflow, as depicted below. Students remained at the center of learning: they steered AI to generate ideas, challenged its reasoning, tested and verified claims, and recorded what survives. <strong>The key activity was not obtaining an AI output. It was understanding the output well enough to challenge it or defend it.</strong></p>

  <figure class="fig-narrow">
  <img src="/assets/blog/ai4opt/AI-student-workflow.png" alt="Students at the centre of a loop with four AI roles: a generator that proposes ideas, conjectures, code and proofs; an auditor that cross-checks claims and flags unreliable reasoning; a verifier that formalizes claims, checks correctness and finds counterexamples; and a curator that stores verified findings, tracks provenance and organizes reusable knowledge. Dashed arrows mark optional agentic workflows between the AI roles." />
  <figcaption>The student–AI learning loop. Students set goals, interpret outputs, and verify claims; AI acts as generator, auditor, verifier, and curator. The dashed links are the optional agentic pipelines some teams built.</figcaption>
</figure>

  <p>At the same time, we saw substantial variation in how students worked with AI. Some entered the course already comfortable building agentic workflows; others had little experience beyond web-based chat tools. Their attitudes also differed. Some used AI mainly to learn background while developing solutions themselves; others experimented extensively with multi-model or automated pipelines for generation, critique, and verification.</p>

  <p>One group reflected:</p>

  <blockquote>
    <p>“We were very fascinated by the other groups’ work in constructing architectures for automated verification and discovery… [but] it is exactly the very specific and purpose-built nature of these architectures that… will enable them to automate tasks efficiently.”</p>

    <p class="quote-attrib">— Student group G2</p>
  </blockquote>

  <p>These differences mattered. Progress appeared to depend not only on the difficulty of the open problem, but also on the interaction between subject knowledge, AI fluency, and student mindset. In this setting, the ability to use AI effectively became part of the learning itself—and also a new source of variation that future course designs will need to address.</p>

</section>

<section id="dynamic">

  <h2 id="dynamic-heading">How open problems + AI change the learning dynamic</h2>

  <p>Most courses are organized around known answers. Students first learn concepts and methods, then apply them to carefully designed exercises within their current knowledge map. This structure builds systematic foundations and allows predictable assessment.</p>

  <p>Open problems change the learning dynamic. No solution is known in advance, uncertainty is unavoidable, and failure is expected. AI, meanwhile, helped make that uncertainty more navigable. Much of the learning happened in the space between the two.</p>

  <h3 id="from-answer-generation-to-productive-struggle">From answer generation to productive struggle</h3>

  <p>The open-problem setting creates a natural testbed for what education researchers call <em>productive failure</em>: struggling with a difficult problem can itself become a source of learning, provided that failure is treated as useful information rather than a source of shame. With a genuine open problem, a failed attempt may yield something interesting: an assumption was missing, a proof route was too weak, an experiment revealed a barrier, or the original question needs to be reformulated, etc.</p>

  <p>One group captured the productive struggle especially well:</p>

  <blockquote>
    <p>“When evaluating a new route, our workflow was a sequence of deep single-path explorations with a human in the loop. We would interrogate the LLM iteratively, working to understand each idea ourselves through repeated questioning rather than accepting it directly. Once we judged a path worth pursuing, we followed it carefully until it either broke or produced a candidate proof. Failed paths informed rerouting, while candidate proofs advanced to a separate auditing stage.”</p>

    <p class="quote-attrib">— Student group G3</p>
  </blockquote>

  <h3 id="ais-fallibility-appeared-to-make-students-more-critical-not-less">AI’s fallibility appeared to make students more critical, not less</h3>

  <p>Across all groups, students reported substantial effort spent detecting flaws in AI-generated answers. Some described systematically examining conjectures and identifying assumptions that AI had left unstated. Others gradually took a more active steering role by proposing their own hypotheses and only asking AI to do more “concrete work” such as coding.</p>

  <p>One group described the shift from using AI as an answer generator to using it as a critic:</p>

  <blockquote>
    <p>“Directly asking for a proof was often unreliable. It was more useful to make different models discuss the same idea, criticize each other’s arguments, search for counterexamples, or identify missing assumptions. This made AI more useful as a source of pressure-testing than as a source of final results. AI also affected our critical thinking. Since many answers sounded convincing but were wrong, we had to become more skeptical and check every nontrivial mathematical claim ourselves. In a future AI-assisted research project, we would set up a structured pipeline from the beginning, with one place to store ideas, failed attempts, AI outputs, checks, and reasons why a construction worked or failed.”</p>

    <p class="quote-attrib">— Student group G7</p>
  </blockquote>

  <p>This distinction between AI-suggested and mathematically verified became central to the learning process, as another group summarized particularly:</p>

  <blockquote>
    <p>“AI lowers the entry barrier to optimization research — it gets a newcomer to the frontier of a sub-question in days, not months. But it raises a new barrier: the ability to tell a real proof from a fluent one. Our project is in some sense about that second skill.”</p>

    <p class="quote-attrib">— Student group G8</p>
  </blockquote>

  <h3 id="engagement-came-from-having-something-real-at-stake">Engagement came from having something real at stake</h3>

  <p>Students showed a striking level of engagement and sustained curiosity. During the group work and the classroom presentations, students actively discussed how to improve their workflows, which prompts and agentic pipeline were more effective, and what role they themselves should play in the overall problem-solving process. Most groups devoted more time to the problem than was formally required.</p>

  <p>One student reflection captured the experience simply: “struggled a lot but deeply interested in the problem.”</p>

  <p>Taken together, these observations suggest that the AI-supported open problem projects may provide a particularly productive learning mode. The value of AI here is not that it helps students reach answers faster. Its educational value centers on students’ own efforts to evaluate, challenge, redirect, and learn from what a powerful but fallible AI system produces.</p>

</section>

<section id="lessons">

  <h2 id="lessons-heading">Lessons for AI-era mathematics and computer science education</h2>

  <p>The seminar suggests that AI for mathematics and computer science education should move beyond two familiar images: AI as tutor and AI as coding assistant. These roles are useful, but they are not the whole story.</p>

  <p>For advanced MATH and CS education, AI can support more ambitious forms of project-based learning, even at a large scale. Students can approach authentic questions earlier, reconstruct the background they need on demand, and use AI to generate and stress-test possible routes. This creates a richer space between structured coursework and fully independent projects.</p>

  <p>Several lessons stood out.</p>

  <p><strong>First, assessment should focus more on reasoning traces.</strong> In an AI-assisted environment, final answers are not enough. We need to see how students decomposed the problem, what alternatives they considered, why they rejected certain routes, how they verified key claims, and what they understood well enough to defend.</p>

  <p><strong>Second, instructors become designers of learning environments.</strong> Their role is not only to deliver content, but also to select problems, define milestones, create verification checkpoints, calibrate difficulty, and help students reflect on their AI workflows.</p>

  <p><strong>Third, AI literacy must be taught explicitly.</strong> Students differ widely in their ability to choose tools, structure interactions, build workflows, and audit outputs. If these skills are left implicit, AI may amplify existing differences between students. A fair course design should teach baseline AI-assisted learning practices directly.</p>

</section>

<section id="bottleneck">

  <h2 id="bottleneck-heading">The next bottleneck: good problems</h2>

  <p>Open problems have a built-in limitation: once solved, they are no longer open. Problem design may become the new bottleneck.</p>

  <p>If AI continues to accelerate problem solving, this education model will need a renewable supply of problems that are open, meaningful, tractable, and independently verifiable. These problems must be hard enough to require real reasoning, but structured enough for students to make progress and receive feedback.</p>

  <p>That may require new educational infrastructure: better problem-selection rubrics, and eventually AI-assisted systems for generating and maintaining suitable problem portfolios.</p>

  <p>In this sense, <strong>open problems may become a new educational unit: richer than exercises, earlier and more scaffolded than thesis projects, and well matched to AI-supported active learning.</strong></p>

  <p>As answers become cheaper, good problems and sound judgement becomes more important. We believe this pilot seminar points toward a broader shift in what AI-era education should value.</p>

</section>

<section id="materials">

  <h2 id="materials-heading">Additional materials</h2>

  <p>Interested readers can find more details below:</p>

  <ul>
    <li>Invited Talk at ICML Workshop on AI as a Tool for Mathematics, Computer Science, and Machine Learning: From Learning to Discovery: Lessons from a Semester of AI-Assisted Optimization Seminar [<a href="/assets/blog/ai4opt/Niao-Talk-AI4OPT.pdf">Slides</a>] [<a href="https://icml.cc/virtual/2026/74846">Video</a>]</li>
    <li>AI4OPT seminar report by Niao He, Zebang Shen, and Fan Wang [<a href="/assets/blog/ai4opt/AI4OPT_course_report.pdf">Report</a>]</li>
    <li>AI4OPT final report template [<a href="/assets/blog/ai4opt/AI4OPT-report-template.pdf">Template</a>]</li>
  </ul>

</section>]]></content><author><name>Niao He, Zebang Shen, Fan Wang</name></author><category term="AI for Math and Optimization Seminar" /><summary type="html"><![CDATA[Lessons from a semester of the AI for Mathematics and Optimization seminar at ETH Zürich, where BSc and MSc students worked on nine genuine open problems with AI as a fallible partner. Three were solved, two produced partial progress — but the more important lesson was educational.]]></summary></entry><entry><title type="html">Cycling and Non-Acceleration of the Heavy-Ball Method in One Dimension</title><link href="/blog/heavy-ball-one-dimension/" rel="alternate" type="text/html" title="Cycling and Non-Acceleration of the Heavy-Ball Method in One Dimension" /><published>2026-07-07T00:00:00+02:00</published><updated>2026-07-07T00:00:00+02:00</updated><id>/blog/heavy-ball-one-dimension</id><content type="html" xml:base="/blog/heavy-ball-one-dimension/"><![CDATA[<section id="abstract">

  <h2 id="abstract-heading">Abstract</h2>

  <p>The heavy-ball method (HB) is known to achieve the accelerated rate on smooth strongly convex quadratic functions, but it was unknown whether it can achieve such a rate on the more general class of smooth strongly convex functions.
Recent work rules out acceleration by constructing functions on which HB cycles in \(\mathbb{R}^2\).
This implies the impossibilty of acceleration for functions with at least two variables, while the question remains open for univariate functions.
In this blog post, we show that HB cannot achieve the accelerated rate for univariate functions.
This is proved by rotating and projecting the existing two-dimensional cycle onto a line, and showing that the resulting cycle can be interpolated by some univariate function.
The core construction was formalized in Lean 4.
The results were proved with the help of Claude Opus 4.6.
We provided the intuition and guidance, AI generated the proof, and then we verified its correctness.</p>

</section>

<section id="problem">

  <h2 id="problem">1. Problem</h2>

  <p>We consider unconstrained minimization</p>

\[\min_{x\in\mathbb R^d} f(x)\]

  <p>for differentiable functions \(f:\mathbb R^d\to\mathbb R\). For fixed step size \(\gamma\) and momentum \(\beta\), the heavy-ball method (HB) is</p>

\[\tag{HB}
x_{t+1}=x_t-\gamma\nabla f(x_t)+\beta(x_t-x_{t-1}).\]

  <p>For any \(L&gt;\mu&gt;0\) and any \(d\in\mathbb{N}\), we let \(\mathcal F_{\mu,L}(\mathbb{R}^d)\) denote the function class of all \(L\)-smooth \(\mu\)-strongly convex functions \(f\) on \(\mathbb{R}^d\), that is, \(f:\mathbb{R}^d\to\mathbb{R}\) satisfying</p>

\[f(y)\ge f(x)+\langle \nabla f(x),y-x\rangle+\frac{\mu}{2}\|y-x\|^2,
\qquad
f(y)\le f(x)+\langle \nabla f(x),y-x\rangle+\frac{L}{2}\|y-x\|^2,\]

  <p>for all \(x,y\in\mathbb{R}^d\).
We denote the set of \(L\)-smooth \(\mu\)-strongly convex quadratic functions by \(\mathcal Q_{\mu,L}(\mathbb{R}^d)\).
We have \(\mathcal Q_{\mu,L}(\mathbb{R}^d) \subsetneq \mathcal F_{\mu,L}(\mathbb{R}^d)\).</p>

  <p>Let \(\kappa=L/\mu\) denote the condition number.
On the class \(\mathcal Q_{\mu,L}(\mathbb{R}^d)\) with any \(d\in\mathbb{N}\), it is known that HB with some properly chosen \((\gamma,\beta)\) achieves the accelerated rate:
HB returns a point \(\hat{x}\) satisfying \(\lVert \hat{x}-x^\star \rVert\leq\varepsilon\) within \(O(\sqrt{\kappa}\log\frac{1}{\varepsilon})\) iterations.
This rate is asymptotically optimal among all first-order methods.
On the other hand, for the more general class of \(\mathcal{F}_{\mu,L}(\mathbb{R}^d)\), HB is known to achieve the non-accelerated rate \(O(\kappa\log\frac{1}{\varepsilon})\), and it remained open for a long time whether this rate can be improved to the accelerated rate.
Recently, Goujaud et al. (2025a) showed that the answer is no for \(\mathcal{F}_{\mu,L}(\mathbb{R}^d)\) with any \(d\geq 2\).
Informally speaking, they showed that for any parameter \((\gamma,\beta)\), if HB achieves the accelerated rate on \(\mathcal Q_{\mu,L}(\mathbb{R}^d)\), then there exists a function in \(\mathcal F_{\mu,L}(\mathbb{R}^2)\) on which HB <em>cycles</em> and does not converge.
This implies the non-acceleration of HB in dimension at least two, and the possibility of acceleration on \(\mathcal F_{\mu,L}(\mathbb{R})\) was later posed as an open problem [Goujaud et al., 2025b].</p>

  <div class="theorem">
  <div class="theorem-label">Open problem [Goujaud et al., 2025b].</div>
  <p>Can the heavy-ball method accelerate on the univariate class $\mathcal F_{\mu,L}(\mathbb R)$?</p>
</div>

  <p>In this blog post, we outline our approach to resolve the open problem.
We show that the answer is no by constructing cycles in one dimension.
A preprint will be released soon.
We learned through personal communication that Dieuleveut and his collaborators have also solved the problem.</p>

</section>

<h2 id="2-cycles">2. Cycles</h2>

<p>We are interested in the cycling behavior because the existence of cycles is enough to eliminate any global convergence guarantee.
Formally speaking, we say HB with parameters \((\gamma, \beta)\) cycles over \(K\) nonconstant points \(\{ x_0,\ldots,x_{K-1} \}\subseteq\mathbb{R}^d\) if there exists a function \(f \in \mathcal F_{\mu,L}(\mathbb{R}^d)\) such that the iterates of HB satisfy \(x_t=x_{t\bmod K}\) for all \(t\).
For example, the non-acceleration of HB over \(\mathcal{F}_{\mu,L}(\mathbb{R}^d)\) for any \(d\geq 2\) is proved by identifying the parameter region for \((\gamma,\beta)\) for which HB cycles over the \(K\)-th roots of unity [Goujaud et al., 2025a]:</p>

\[\left\{ x_t = \left(\cos\frac{2t\pi}{K}, \sin\frac{2t\pi}{K} \right): t=0,1,\ldots,K-1 \right\} \subseteq \mathbb{R}^2.\]

<div class="fig-row">
  <figure>
    <img src="/assets/blog/heavy-ball/hb_2d_cycles.png" alt="A 7-th root-of-unity cycle" style="max-width: 90%;" />
    <figcaption>A $7$-th root-of-unity cycle when $(\gamma,\beta,\mu,L) = (3.5,0.75,0.005,1)$</figcaption>
  </figure>
  <figure>
    <img src="/assets/blog/heavy-ball/hb_2d_cycles_function.png" alt="The constructed two-dimensional function realizing the cycle" style="max-width: 90%;" />
    <figcaption>The constructed function $f\in\mathcal{F}_{\mu,L}(\mathbb{R}^2)$ realizing the left cycle</figcaption>
  </figure>
</div>

<p>Since the root-of-unity cycles have affine dimension two, they do not answer the open problem.</p>

<h3 id="the-m-jump-k-th-root-of-unity-cycles">The \(m\)-Jump \(K\)-th Root-of-Unity Cycles</h3>

<p>The root-of-unity cycle we saw above is the “ordered” cycle.
In the following, we consider a more general class of cycles, which will be referred to as the \(m\)-jump root-of-unity cycles.
Then, we identify parameter region for \((\gamma,\beta)\) for which HB admits such cycles.
We use complex notation for easier handling of rotations.
Let</p>

\[\omega_K=e^{2\pi i/K},\qquad \theta_K=\frac{2\pi}{K},\qquad
U_K=\{m\in\{1,\ldots,K-1\}:\gcd(m,K)=1\}.\]

<p>For \(K\geq 3\) and \(m\in U_K\), the \(m\)-jump \(K\)-th root-of-unity cycle is defined as</p>

\[\{ x_t = \omega_K^{tm}: t=0,1,\ldots,K-1 \}
= \left\{ 1,\ \omega_K^m,\ \omega_K^{2m},\ldots,\omega_K^{(K-1)m} \right\}.\]

<p>Since \(\gcd(m,K)=1\), the cycle traverses all \(K\)-th roots of unity.
Note that the \(1\)-jump \(K\)-th root-of-unity cycle corresponds to the “ordered” cycle.
We let \(\Omega^{\mathrm{rou}}_{K,m}\) denote the parameter region for \((\gamma,\beta)\) for which HB cycles over the \(m\)-jump \(K\)-th root-of-unity cycle.</p>

<div class="fig-row">
  <figure>
    <img src="/assets/blog/heavy-ball/k7m1.png" alt="The 1-jump 7-th root-of-unity cycle" />
    <figcaption>The $1$-jump $7$-th root-of-unity cycle</figcaption>
  </figure>
  <figure>
    <img src="/assets/blog/heavy-ball/k7m2.png" alt="The 2-jump 7-th root-of-unity cycle" />
    <figcaption>The $2$-jump $7$-th root-of-unity cycle</figcaption>
  </figure>
  <figure>
    <img src="/assets/blog/heavy-ball/k7m3.png" alt="The 3-jump 7-th root-of-unity cycle" />
    <figcaption>The $3$-jump $7$-th root-of-unity cycle</figcaption>
  </figure>
</div>

<h3 id="conditions-for-cycling-over-root-of-unity-cycles">Conditions for Cycling over Root-of-Unity Cycles</h3>

<p>Let the (normalized) heavy-ball operator be</p>

\[M_m=
\frac{(1+\beta-\mu\gamma)-\omega_K^m-\beta\omega_K^{-m}}
{(L-\mu)\gamma} \in \mathbb{C}.\]

<p>For \(m=1\), this corresponds to the matrix \(M\) in Theorem 3.5 of Goujaud et al. (2025a) written as a complex number.
By following the proof of their Theorem 3.5, we obtain the following result.</p>

<div class="theorem">
  <div class="theorem-label">Conditions for existence of root-of-unity cycles.</div>
  <p>Fix $K\ge3$ and $m\in U_K$.
  We have
  $$
  \Omega^{\mathrm{rou}}_{K,m} = \left\{ (\gamma,\beta) : |\arg M_m|+\arg(1-M_m)\le \frac{\pi}{K} \right\}.
  $$
  Note that $M_m$ depends on $(\gamma,\beta)$.
  </p>
</div>

<p><em>Proof Sketch.</em>
Following the proof of Theorem 3.5 of Goujaud et al., (2025a), we show that there exists a function \(f \in \mathcal F_{\mu,L}(\mathbb{R}^2)\) for which HB with parameters \((\gamma,\beta)\) cycles over the \(m\)-jump \(K\)-th root-of-unity cycle if and only if</p>

\[\max_{\Delta\in\{1,2,\ldots,K-1\}}\phi_{K,m}(\Delta)\le 0,\]

<p>where the residual is defined as</p>

\[\phi_{K,m}(\Delta)
=\operatorname{Re}\!\left((1-M_m)^*M_m(\omega_K^{m\Delta}-1)\right),
\qquad \forall\Delta\in\{1,2,\ldots,K-1\}.\]

<p>If, after possibly replacing without loss of generality \(m\) by \(K-m\), we have \(1\le m\le (K-1)/2\), then it can be proven that the \(\Delta\) that achieves the above maximum is \(\Delta_m = m^{-1} \pmod K\).
By some technical calculations, the angle bound follows from the condition \(\phi_{K,m}(\Delta_m)\leq 0\).</p>

<section id="main-result">

  <h2 id="main-result">3. Main Result</h2>

  <p>The following theorem is our main result:</p>

  <div class="theorem">
  <div class="theorem-label">One-dimensional cycling theorem.</div>
  <p>Fix $K\ge3$ and $m\in U_K$. If $(\gamma,\beta)\in\textrm{int}(\Omega^{\text{rou}}_{K,m})$, then there exists a function $f\in\mathcal F_{\mu,L}(\mathbb R)$ and an initialization for which the heavy-ball method has a $K$-cycle on $\mathbb{R}$.</p>
</div>

  <p><em>Construction.</em>
We let the cycle be the projection of the <em>rotated</em> \(m\)-jump \(K\)-th root-of-unity cycle onto the real line:</p>

\[y_t= \cos(mt\theta_K+\varphi_*) = \textrm{Re}(\omega_K^{tm}\mathrm{e}^{i\varphi_\ast}),\]

  <p>where the angle of rotation \(\varphi_\ast\) is chosen as</p>

\[\varphi_*=-\frac12\arg((1-M_m)M_m)-\frac{\pi}{2K}.\]

  <p>If HB cycles over \(\{ y_t \}\), then the gradient at \(y_t\) must be</p>

\[g_t=\frac{(1+\beta)y_t-y_{t+1}-\beta y_{t-1}}{\gamma}.\]

  <p>By verifying the interpolation conditions for smooth strongly convex functions [Taylor et al., 2017], there exists a function \(f\in\mathcal F_{\mu,L}(\mathbb R)\) satisfying \(f'(y_t)=g_t\) for all \(t\in\{0,1,\ldots,K-1\}\).
By construction, HB cycles over \(y_0,\ldots,y_{K-1}\), meaning root-of-unity cycling implies cycling in dimension one, from which it follows that:</p>

  <div class="theorem">
  <div class="theorem-label">Consequence.</div>
  <p>
  Combining the above cycling theorem with Theorem 3.6 of Goujaud et al. (2025a), we conclude that the heavy-ball method does not accelerate on $\mathcal F_{\mu,L}(\mathbb R)$ and solve the open problem.
  Hence, no parameter choice gives an accelerated worst-case convergence rate on $\mathcal F_{\mu,L}(\mathbb R^d)$ for any $d\ge1$.</p>
</div>

</section>

<section id="proof-idea">

  <h2 id="proof-idea">4. Proof Idea</h2>

  <p>We let \(\varphi\) be the angle of rotation and \(y_t=\cos(mt\theta_K+\varphi)\) for \(t=0,1,\ldots,K-1\).
If HB cycles over \(\{y_t\}\), then by the update rule, the gradients at \(y_t\) must be</p>

\[g_t=\frac{(1+\beta)y_t-y_{t+1}-\beta y_{t-1}}{\gamma}.\]

  <h3 id="step-1-rotate-slightly-so-that-the-projected-roots-have-a-stable-sort-order">Step 1: Rotate slightly so that the projected roots have a stable sort order</h3>

  <p>If \(\varphi = 0\), the roots of unity may be projected onto the same point but with different gradients, i.e., \(y_s=y_t\) but \(g_s\neq g_t\).
To overcome this issue, we show that by taking</p>

\[\varphi\in\left(-\frac\pi K,0\right),\]

  <p>all \(\{y_t\}\) are distinct, and their order is fixed.
Let \(y_{\sigma(0)} &lt; y_{\sigma(1)} &lt; \cdots &lt; y_{\sigma(K-1)}\) denote the sorted order.</p>

  <h3 id="step-2-simplify-the-interpolation-conditions">Step 2: Simplify the interpolation conditions</h3>

  <p>To show the existence of functions in \(\mathcal{F}_{\mu,L}(\mathbb{R})\), we invoke the interpolation conditions [Lessard et al., 2016, Taylor et al., 2017].
In one dimension, the conditions reduce to checking slopes of the sorted points.
Namely, it is enough to ensure that each adjacent sorted pair \((\sigma(i), \sigma(i+1))\) satisfies</p>

\[\mu\le \frac{g_{\sigma(i+1)}-g_{\sigma(i)}}{y_{\sigma(i+1)}-y_{\sigma(i)}}\le L.\]

  <p>Write \(y_{\sigma(i+1)}-y_{\sigma(i)} = \operatorname{Re}(w_i)&gt;0\) where \(w_{i}=e^{i\varphi}(\omega_K^{m\sigma(i+1)}-\omega_K^{m\sigma(i)})\).
By subsituting the formula for \(g_t\) into the interpolation conditions, the conditions can be expressed as</p>

\[\operatorname{Re}(M_m w_{i})\ge0,
\qquad
\operatorname{Re}((1-M_m) w_{i})\ge0.\]

  <p>Further simplification yields</p>

\[\arg w_{i}\in
\left[-\frac\pi2+|\arg M_m|,\frac\pi2-\arg(1-M_m)\right].\]

  <h3 id="step-3-choose-the-angle-of-rotation">Step 3: Choose the angle of rotation</h3>

  <p>The remaining thing is to show that there exists \(\varphi\) that fulfills the above conditions on \(\arg w_i\).</p>

  <p>By studying the properties of the permutation \(\sigma\), the angle \(\arg w_i\) can only take two possible values:</p>

\[\arg w_i
\in
\left\{
-\frac\pi2+\frac\pi K+\varphi,
\frac\pi2+\varphi
\right\}.\]

  <p>Therefore, it suffices to ensure</p>

\[\left\{-\frac\pi2+\frac\pi K+\varphi, \frac\pi2+\varphi \right\}
  \subseteq \left[-\frac\pi2+|\arg M_m|,\frac\pi2-\arg(1-M_m)\right].\]

  <p>That is,</p>

\[|\arg M_m|-\frac\pi K\le \varphi\le -\arg(1-M_m).\]

  <p>Thus a valid \(\varphi\) exists if and only if</p>

\[|\arg M_m| + \arg(1-M_m) \le \frac\pi K.\]

  <p>This is precisely the condition for the existence of root-of-unity cycles.
In other words, if \((\gamma,\beta)\in\textrm{int}(\Omega^{\text{rou}}_{K,m})\), then the above interval is non-empty, and we can choose \(\varphi\) to be the midpoint of the interval</p>

\[\varphi_*=\frac12\left(|\arg M_m|-\frac\pi K-\arg(1-M_m)\right)
=-\frac12\arg((1-M_m)M_m)-\frac\pi{2K}.\]

  <p>This concludes the proof.</p>

  <div class="fig-row">
  <figure>
    <img src="/assets/blog/heavy-ball/hb_2d_cycles_rotated.png" alt="The rotated 1-jump 7-th root-of-unity cycle" style="max-width: 90%;" />
    <figcaption>The rotated $1$-jump $7$-th root-of-unity cycle when $(\gamma,\beta,\mu,L) = (3.5,0.75,0.005,1)$</figcaption>
  </figure>
  <figure>
    <img src="/assets/blog/heavy-ball/hb_1d_cycles_function.png" alt="The constructed univariate function" style="max-width: 90%;" />
    <figcaption>The constructed function $f\in\mathcal{F}_{\mu,L}(\mathbb{R})$</figcaption>
  </figure>
</div>

</section>

<section id="additional-results">

  <h2 id="additional-results">5. Additional Results</h2>

  <p>We let the augmented root-of-unity region be</p>

\[\Omega_{\mathrm{aug}}
=\bigcup_{K\ge3}\ \bigcup_{m\in U_K}\Omega^{\mathrm{rou}}_{K,m}.\]

  <p>This augmented region is strictly larger than the ordered one that considers only \(m=1\).
For example, there are parameters \((\gamma,\beta)\) that lie in \(\Omega^{\mathrm{rou}}_{5,2}\) but not in \(\Omega^{\mathrm{rou}}_{K,1}\) for any \(K\).</p>

  <figure class="hb-figure" id="fig-augmented">
  <img src="/assets/blog/heavy-ball/fig_augmented.png" alt="The augmented cycling region in the (L gamma, beta) plane" />
  <figcaption><strong>The augmented region.</strong> The union over all coprime modes $m$ contains parameters certified only by higher modes $m\ge 2$ (black) and missed by the ordered $m=1$ cycles (purple). <span class="hb-fallback"><a href="/assets/blog/heavy-ball/fig_augmented.pdf">PDF version</a>.</span></figcaption>
</figure>

  <p>The same calculation also explains the fractional regions observed in Figure 8 of Goujaud et al., (2025b).
For \(m\in U_K\), checking only the residual \(\phi_{K,m}(1)\) is equivalent, after a change of variables, to evaluating the ordered polynomial condition at a fractional period \(K/m\) (see Theorem 3.5 of Goujaud et al., (2025a)).
However, \(\phi_{K,m}(\Delta)\) is not necessarily maximized by \(\Delta=1\); the maximizer is</p>

\[\Delta_m=m^{-1}\pmod K.\]

  <p>Thus the fractional condition is generally only a relaxation, and the corresponding region can be strictly larger than the true cycling region.</p>

  <figure class="hb-figure" id="fig-fractional">
  <img src="/assets/blog/heavy-ball/fig_fractional.png" alt="Fractional relaxation versus the genuine cycling region for K=7, m=2" />
  <figcaption><strong>Fractional relaxation vs. the genuine region</strong>, for $(K,m)=(7,2)$. The red region is the fractional relaxation that keeps only the $\Delta=1$ residual; the blue region is the genuine cycling region from the full residual system, whose binding constraint is the maximizer $\Delta_m=m^{-1} \bmod K$. <span class="hb-fallback"><a href="/assets/blog/heavy-ball/fig_fractional.pdf">PDF version</a>.</span></figcaption>
</figure>

</section>

<section id="ai-use">

  <h2 id="use-of-ai-and-formal-verification">6. Use of AI and Formal Verification</h2>

  <p>AI tools were useful for algebraic exploration, for reorganizing rough proof attempts, and for translating parts of the argument into Lean. The final mathematical claims were not accepted directly from model output: the role of AI was to accelerate iteration, not to replace verification.</p>

  <p>The one-dimensional cycling theorem was formalized in Lean 4 with Mathlib (see <a href="/assets/blog/heavy-ball/HeavyBallCycling.lean">here</a>). The formalization checks the core angle argument, the angle choice, the projected slope bounds, and the resulting cycle-existence statement, modulo two external mathematical inputs: the one-dimensional smooth strongly convex interpolation criterion and the previously known containment of the acceleration-relevant parameters in the roots-of-unity cycling region.</p>

  <p>In practice, Lean was most valuable for controlling details that are easy to get wrong on paper: signs of arguments, boundary cases, modular inverses, and the exact interval in which the phase must lie.</p>

</section>

<section id="references">

  <h2 id="references">References</h2>

  <ol class="references">
  <li><span class="ref-key">[Polyak, 1964]</span> Some methods of speeding up the convergence of iteration methods. <em>USSR Comput. Math. Math. Phys.</em>, 1964.</li>
  <li><span class="ref-key">[Nesterov, 1983]</span> A method for solving a convex programming problem with convergence rate $O(1/k^2)$. <em>Dokl. Akad. Nauk SSSR</em>, 1983.</li>
  <li><span class="ref-key">[Ghadimi et al., 2015]</span> Global convergence of the heavy-ball method for convex optimization. <em>Eur. Control. Conf.</em>, 2015.</li>
  <li><span class="ref-key">[Lessard et al., 2016]</span> Analysis and design of optimization algorithms via integral quadratic constraints. <em>SIAM J. Optim.</em>, 2016.</li>
  <li><span class="ref-key">[Taylor et al., 2017]</span> Smooth strongly convex interpolation and exact worst-case performance of first-order methods. <em>Math. Program.</em>, 2017.</li>
  <li><span class="ref-key">[Goujaud et al., 2025a]</span> Provable non-accelerations of the heavy-ball method. <em>Math. Program.</em>, 2025.</li>
  <li><span class="ref-key">[Goujaud et al., 2025b]</span> Open problem: Two riddles in heavy-ball dynamics. <em>arXiv preprint</em>, 2025.</li>
</ol>

</section>]]></content><author><name>Konstantinos Fotopoulos, Michael Helcig, Karl Deck, Jannis Alsbach</name></author><category term="AI for Math and Optimization Seminar" /><summary type="html"><![CDATA[Recent work rules out acceleration of the heavy-ball method in dimension two and above by constructing functions on which it cycles. We close the remaining case: by rotating and projecting the two-dimensional cycle onto a line, heavy ball provably cannot accelerate on univariate functions either. The core construction is formalized in Lean 4.]]></summary></entry></feed>