arXiv paper· convex optimization theory· method paper

Near-Optimal Acceleration for Smooth $\ell_p$ / $\ell_q$ Nondual Convex First-Order Oracle Optimization

David Martínez-Rubio, David Martínez-Rubio, Brian Bullins, Brian Bullins, Cristóbal Guzmán, Cristóbal Guzmán, Mathieu Molina, Mathieu Molina

math.OC · cs.LG

Quick verdict

Claims near-optimal rates for ℓp/ℓq Hölder-smooth convex optimization, solving Guzmán's 2015 open problem; selector machinery is in a companion paper.

Summary

This theory paper resolves the COLT 2015 open problem of Guzmán: the oracle complexity of convex optimization over an ℓp ball when smoothness is measured in a different ℓq norm. For objectives with (L, κ−1)-Hölder-continuous gradients (1<κ≤2) over RB_p^d, the authors prove that when T≤d and p<min{q,2}, a polynomial-time first-order method achieves error Õ_{κ,p,q}(LR^κ/T^{κ(1+1/p−(1/q−1/2)+)−1}), matching the Guzmán–Nemirovski lower bounds up to logarithmic factors; at (p,q)=(1,2) this yields Õ(LR^κ/T^{2κ−1}), including cubic T^{-3} decay for smooth objectives. The mechanism couples a movement bound for selectors chasing nested convex bodies (imported from the companion paper Martínez-Rubio–Guzmán 2026) with Hölder descent, balancing guaranteed descent against cut depth via a power-mean/harmonic-mean inequality; constrained feasibility is recovered through an inexact-gradient Moreau envelope with certified bundle solves. Appendices A–F supply proofs, including a randomized selector implementation and certified numerical solves. Limitations are explicit: the manuscript is a self-declared unpolished draft; the central selector primitive and its implementation live in the companion paper; guarantees are restricted to T≤d; computation is analyzed in a strong real-arithmetic model; and there are no experiments.

Review complete

Assessment at a glance

convex optimization theory

4

risk flags identified

● high 1

● medium 2

● low 1

Reproducibility readinesslow
Code & data availablenot stated
Review confidencemedium
AI text signal0/20 passages flagged
Deep research viable

4 strengths · 4 weaknesses · 5 author questions

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Key claims under review

  • For T <= d and p < min{q,2} (or p = q <= 2), a polynomial-time first-order method returns a feasible point on RB_p^d with error O-tilde_{k,p,q}(L R^kappa / T^{kappa(1+1/p-(1/q-1/2)_+)-1}) after T oracle calls, with probability at least 1 - delta (Theorem 1).
  • Combined with classical accelerated methods for 2 <= p < q, these upper bounds match the Guzman-Nemirovski lower bounds up to logarithmic factors, resolving Guzman's COLT 2015 open problem.
  • At (p,q)=(1,2) the rate is O-tilde(L R^kappa / T^{2kappa-1}), including O-tilde(L R^2 / T^3) for smooth (kappa = 2) objectives.
  • Any feasible selector with movement O-tilde(R N^{1-rho}) on nested convex bodies yields an accelerated method with exponent kappa - 1 + kappa*rho (Theorem 4), robust to budgeted descent and cut errors.
  • The full algorithm, including inner bundle solves, line search and numerical certificates, needs at most O-tilde((L R^kappa / epsilon)^{1/alpha}) first-order calls with alpha = kappa - 1 + kappa*rho (Eq. 26) plus polynomial additional work.

Strengths

  • Resolves a decade-old open problem with exactly matching exponents

    Theorem 1's exponent kappa(1+1/p-(1/q-1/2)_+)-1 reproduces the Guz15 lower-bound powers kappa(3/2+1/p-1/q)-1 (q<2) and kappa(1+1/p)-1 (q>=2) exactly (Section 8), giving matching upper bounds up to logs; at (p,q)=(1,2) this yields the advertised O-tilde(L R^2/T^3) cubic decay in the smooth case.

  • Clean conceptual reduction with geometric intuition

    Theorem 4 converts any selector with movement O-tilde(R N^{1-rho}) into an optimizer with rate exponent kappa-1+kappa*rho; Section 2's harmonic-vs-power-mean inequality (Eq. 5) explains why acceleration emerges, echoing the Allen-Zhu-Orecchia coupling intuition the authors credit.

  • Unusually careful inexactness bookkeeping

  • Complete self-contained proof chain for the coupling

Weaknesses

  • Core primitive external to the paper

  • Self-declared unpolished draft with AI-drafted proofs

  • Partial coverage of the problem's regime

  • Idealized computational model and no experiments

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Scope & Claims

The paper attacks Guzmán's COLT 2015 open problem (Guz15): determine the minimax first-order oracle complexity of minimizing a convex function over the ℓp ball RB_p^d when its gradients are (L, κ−1)-Hölder continuous in a different ℓq norm, 1<κ≤2. The headline result (Theorem 1) states that for T≤d and either p<min{q,2} or p=q≤2, a polynomial-time method returns x̂∈RB_p^d with f(x̂)−f* ≤ Õ_{κ,p,q}(LR^κ/T^{κ(1+1/p−(1/q−1/2)+)−1}) with probability ≥1−δ. At (p,q)=(1,2) this is Õ(LR^κ/T^{2κ−1}), including Õ(LR²/T³) for κ=2 — versus the classical O(T^{-2}). Section 8 checks the exponent against the Guz15/GN15 lower-bound powers: κ(3/2+1/p−1/q)−1 for q<2 and κ(1+1/p)−1 for q≥2; the algebra agrees, and combined with classical p-geometry methods for 2≤p<q (invoked by citation) the authors claim full resolution up to logarithmic factors.

The remaining sections cover Methodology Assessment, Statistical Evidence, Results & Reproducibility, Limitations & Risks, and Verdict & Recommendations.

  • All 4 strengths & 4 weaknesses, analyzed in detail
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Frequently asked questions

What problem does this paper solve?

It resolves Guzman's COLT 2015 open problem: the first-order oracle complexity of minimizing a convex function over an l_p ball when smoothness (Holder continuity of the gradient, parameter kappa between 1 and 2) is measured in a different l_q norm. The paper's upper bounds match the known Guzman-Nemirovski lower bounds up to logarithmic factors.

How much faster is the method at (p,q)=(1,2)?

The rate is O-tilde(L R^kappa / T^(2kappa-1)). For smooth functions (kappa=2) this is O-tilde(L R^2 / T^3), a cubic decay in the number T of gradient queries, versus the classical O(T^-2) of accelerated gradient methods - a genuinely faster order enabled by the l1-ball/l2-smoothness mismatch.

Does the guarantee hold for any number of iterations T?

No. The main theorem is stated for T <= d (the high-dimensional regime) with confidence parameter delta. The O-tilde notation hides polylogarithmic factors but, by the authors' explicit convention, never hides polynomial dependence on the dimension d.

Is there code or an implementation available?

No. This is a theory paper: it provides pseudocode (Algorithm 1) and explicit parameter recipes analyzed in an idealized real-arithmetic model. The core movement-selector subroutine is implemented in a companion paper (Martinez-Rubio and Guzman, 2026), which is not included here.

About this review

This is an AI-generated preliminary review by Evolve.Pub, produced from the openly available text of the paper. It is not peer review and does not represent the authors' views. The canonical record of the paper is at the publisher link above.

  • The companion paper MG26 (selector existence and polynomial-time implementation) was not available for inspection; the movement bound in Section 2 and all of Proposition 14 are accepted as cited.
  • Figure 1 is only partially reconstructible from the extracted text; it illustrates the nonsmooth warm-up and does not affect any proof.
  • The authors label the manuscript an unpolished draft; cross-referenced equations (Eqs. 17, 25-27) were checked only for internal consistency within the extracted text, not against a typeset version.
  • No empirical section exists in the paper, so this review evaluates theory only.

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