arXiv AI

Halpern Iteration Achieves $\tilde{\mathcal{O}}(\epsilon^{-1/p})$ $p$th-Order Oracle Complexity for Monotone Variational Inequalities

arXiv:2608. 08463v1 Announce Type: cross Abstract: We study second- and higher-order methods for solving smooth monotone variational inequalities (MVI).

Hugging Face Trending Papers
Sep 24

Anchored Extra-Proximal Methods: Optimal Higher-Order Methods for Monotone Inclusion Problems

The paper introduces the Anchored Extra-Proximal (AEP) framework for solving composite monotone inclusion problems, combining anchored extrapolation with an inexact anchored proximal update. By replacing the operator in the implicit update with its Taylor approximation and using a bisection line search, the authors derive a pth-order method that achieves a tangent-residual error ε in “~O(ε^{-2/(3p-1)})” oracle calls for every p ≥ 2. This complexity matches a proven lower bound, establishing the method as optimally efficient for deterministic algorithms in the pth-order oracle model.

arXiv Machine Learning
Sep 18

The First-Order Oracle Complexity of Lipschitz Convex Optimization in Nondual Settings

arXiv:2609. 20687v1 Announce Type: cross Abstract: We study first-order black-box convex optimization over an $\ell_p$-ball for objectives Lipschitz in the $\ell_q$-norm, solving in the affirmative the nonsmooth version of the COLT open question (Guz15b) on whether the geometry of a smaller feasible set ($p < q$) can improve convergence rates in convex optimization, and matching prior lower bounds up to logarithmic factors.

By David Mart\'inez-Rubio, Brian Bullins, Crist\'obal Guzm\'an, Mathieu Molina
arXiv Machine Learning
Sep 21

Single-Loop Stochastic Projected Damped Extragradient Methods for Stochastic Nonconvex--(Strongly) Concave Minimax Optimization

The paper introduces single-loop stochastic projected damped extragradient (SPDE) and its variance-reduced variant (VR-SPDE) for stochastic nonconvex–(strongly) concave minimax problems. It provides SFO complexity bounds for achieving game stationarity and optimization stationarity, improving upon previous multi-loop methods while maintaining a single-loop structure. The results claim the best-known SFO complexities for these stationarity criteria among single-loop stochastic first‑order methods.

By Huiling Zhang, Minhao Zhang, Zi Xu