arXiv Statistics ML

Optimal High-Order Methods for Solving Monotone Variational Inequalities

arXiv:2609. 23557v1 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
Aug 12

A lower bound for stepsize-based acceleration of gradient descent

arXiv:2608. 10418v1 Announce Type: cross Abstract: Recent work has shown that, for smooth convex optimization, plain gradient descent can be accelerated from its textbook convergence rate of $O(T^{-1})$ (where $T$ denotes the number of iterations) to $O\big(T^{-\log_2(1+\sqrt{2})}\big)$ using carefully designed stepsize schedules alone, without resorting to momentum or other algorithmic modifications.

By Jianhao Ma, Yuxin Chen
arXiv Machine Learning
Sep 3

Improved Gradient Descent Lower Bounds Beyond Nesterov

The paper investigates the limits of accelerating gradient descent (GD) using predetermined step sizes in smooth convex optimization. It establishes new lower bounds: an ≥·n−1.6342 non‑anytime bound and an ≥·n−1.2408 anytime bound, surpassing previous results. These findings also demonstrate a strict separation between convergence exponents achievable in non‑anytime versus anytime settings.

By Yuhan Ye, Kaizhao Liu