ADAM does not work on simple convex problems [1].
[1] https://parameterfree.com/2020/12/06/neural-network-maybe-evolved-to-make-adam-the-best-optimizer/
[2] https://arxiv.org/pdf/1905.09997
[1] refers to [2], which shows that ADAM is not as efficient as gradient descent with line search on some problems, including neural networks.