SIAM Review, Volume 65, Issue 2, Page 539-562, May 2023.
While Nesterov's algorithm for computing the minimum of a convex function is now over forty years old, it is rarely presented in texts for a first course in optimization. This is unfortunate since for many problems this algorithm is superior to the ubiquitous steepest descent algorithm, and it is equally simple to implement. This article presents an elementary analysis of Nesterov's algorithm that parallels that of steepest descent. It is envisioned that this presentation of Nesterov's algorithm could easily be covered in a few lectures following the introductory material on convex functions and steepest descent included in every course on optimization.

中文翻译：

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Nesterov 的凸优化方法

SIAM Review，第 65 卷，第 2 期，第 539-562 页，2023 年 5 月。
虽然 Nesterov 计算凸函数最小值的算法已有 40 多年的历史，但它很少出现在优化第一门课程的文本中。这是不幸的，因为对于许多问题，该算法优于普遍存在的最速下降算法，而且实现起来同样简单。本文介绍了与最速下降算法相似的 Nesterov 算法的基本分析。可以设想，在每门优化课程中包含的关于凸函数和最速下降的介绍性材料之后，Nesterov 算法的介绍可以很容易地在几节课中讲完。