A first-order optimization theory under uniform nondegeneracy that spans geometry, computation, and information is established, and it is shown that this tractability can break down on restricted domains.
Abstract
Strongly convex minimization and its natural indefinite extension to strongly convex--strongly concave minimax problems combine quantitative control of curvature with a prescribed curvature orientation. We disentangle these two roles by retaining uniform nondegeneracy alone: curvature remains uniformly separated from zero but may have either sign, with no prescribed positive--negative splitting. Surprisingly, a large part of the familiar theory nevertheless re-emerges. We first derive an intrinsic formulation through first-order secant inequalities, making the gradient on $\mathbb{R}^d$ a global bi-Lipschitz homeomorphism and yielding a unique stationary point. We then pair signed Moreau envelopes to construct a smooth scalar merit that recovers the missing descent geometry at both zeroth and first order, and the resulting paired proximal descent method achieves global linear convergence with dimension-free first-order oracle complexity. Meanwhile, we show that this tractability can break down on restricted domains: merely assuming the existence of a stationary point in the domain may lead to the curse of dimensionality, even with access to an infinite-order oracle. To overcome this information barrier, we introduce certified feasibility, an observable localization condition that enables feasible continuation. Together, these results establish a first-order optimization theory under uniform nondegeneracy that spans geometry, computation, and information.
Classical models such as smooth strongly convex minimization and strongly convex--strongly concave optimization combine two types of curvature information: curvature remains uniformly separated from zero, and its positive and negative orientations are prescribed in advance. Uniform nondegeneracy disentangles these role...
A hyperbolic-majorization preconditioned three-term nonlinear conjugate-gradient framework for nonconvex finite minimax optimization that yields a Dai--Liao-type conjugacy relation, enhanced sufficient descent, a smoothing-parameter-uniform Armijo lower bound, fixed-smoothing global first-order convergence and complexi...
In this paper we propose first-order methods for a class of nonsmooth composite strongly convex--strongly concave and nonconvex--concave minimax optimization. We first develop an inexact proximal method and an accumulative regularizated method for strongly convex--strongly concave problems. The latter achieves the opti...
This work revisits a variant of the Polyak step-size based on Bregman projections due to Kiwiel (1997), and shows that mirror Polyak enjoys guarantees similar to its Euclidean counterpart, automatically adapting to relative notions of smoothness, Lipschitz continuity, or strong convexity.
Frederik Kunstner, Ryan D'Orazio, V. S. Portella et al.· 1 citation
Projection-free methods replace projections by linear minimization oracles, making their convergence fundamentally sensitive to the geometry of the feasible region. We develop a geometric framework for this dependence in Riemannian Frank--Wolfe optimization. A power-type double-geodesic modulus quantifies the intrinsic...
This paper considers the design of optimal fixed-step first-order methods for high-dimensional minimization of $L$-smooth convex functions. For optimizing worst-case performance measured via suboptimality of the final function value (relative to the initial squared distance to a minimizer), we provide an algebraic proo...
Benjamin Grimmer, Sunghyeon Jo, Chanwoo Park· 1 citation
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.