Introduction
In this paper, we consider the unconstrained convex optimization problem
min x ∈ R n f ( x ) , (1) \min_{x\in\mathbb{R}^{n}} f(x), \tag*{(1)} x ∈ R n min f ( x ) , (1)
where f : R n → R f:\mathbb{R}^{n}\to\mathbb{R} f : R n → R is a continuously differentiable convex function. We assume that problem (1) has at least one optimal solution. Since the seminal work on accelerated gradient methods [27 ] , the development of fast first-order methods has remained a central focus in the study of smooth convex optimization. In practice, the performance of first-order methods is influenced by many factors, including the acceleration mechanism, the parameter selection, and the underlying geometry. The goal of this paper is to develop an accelerated first-order method in p p p -norm geometry that adapts its parameters to the optimization trajectory and achieves a unified convergence bound for all p ∈ [ 2 , ∞ ] p\in[2,\infty] p ∈ [ 2 , ∞ ] .
In recent years, there has been fruitful research on first-order methods for smooth convex optimization [1 , 28 , 29 ] . In particular, many recent efforts have focused on parameter selection in first-order methods, which is often guided by estimates of the Lipschitz constant of the objective gradient. Instead of fixing the parameters based on a global Lipschitz constant, adapting them to local curvature typically leads to much faster practical progress. In this direction, there has recently been growing interest in first-order methods that adapt their parameters based on local curvature without requiring costly line searches. The use of local curvature to select stepsizes has a long history, as exemplified by the well-known Barzilai-Borwein (BB) stepsize [2 ] . However, directly applying the BB stepsize without line searches does not generally yield convergence guarantees for smooth convex problems. Recently, several studies have proposed novel stepsize schemes for line-search-free gradient methods and established provable convergence guarantees for solving problem (1); see, e.g., [17 , 24 , 36 ] . In addition, notable adaptive accelerated gradient methods, including AC-FGM [18 ] and AdaNAG [33 ] , achieve optimal convergence rates for smooth convex optimization without requiring line searches.
Beyond parameter selection, the choice of geometry is another important aspect of first-order method design. For many constrained problems, replacing the Euclidean squared distance with a suitable Bregman divergence in first-order method design allows the resulting updates to reflect the intrinsic geometry of the feasible region. Well-known examples include the Kullback-Leibler divergence on the probability simplex [4 ] and the Itakura-Saito divergence on the positive orthant [3 ] . These examples can be unified under the general mirror descent framework [4 , 26 ] , whose update takes the form:
x k + 1 ∈ arg min x ∈ X { ⟨ ∇ f ( x k ) , x − x k ⟩ + γ k D h ( x , x k ) } . x_{k+1} \in\mathop{\operatorname{arg\,min}}_{x\in X} \left\{ \langle\nabla f(x_k),x-x_k\rangle+\gamma_k D_h(x,x_k) \right\}. x k + 1 ∈ arg min x ∈ X { ⟨ ∇ f ( x k ) , x − x k ⟩ + γ k D h ( x , x k ) } .
where γ k > 0 \gamma_k > 0 γ k > 0 , X X X denotes the feasible region, and D h ( x , y ) : = h ( x ) − h ( y ) − ⟨ ∇ h ( y ) , x − y ⟩ D_h(x,y) := h(x)-h(y)-\langle\nabla h(y),x-y\rangle D h ( x , y ) := h ( x ) − h ( y ) − ⟨ ∇ h ( y ) , x − y ⟩ is the Bregman divergence generated by h h h . When h ( x ) = ∥ x ∥ 2 2 / 2 h(x)=\lVert x\rVert_2^2/2 h ( x ) = ∥ x ∥ 2 2 /2 , the update reduces to projected gradient descent. More generally, suitable choices of h h h allow mirror descent to exploit non-Euclidean geometry. Under the relative smoothness condition
D f ( x , y ) ≤ L D h ( x , y ) ∀ x , y ∈ Ω D_f(x,y) \le L D_h(x,y) \qquad\forall x,y \in\Omega D f ( x , y ) ≤ L D h ( x , y ) ∀ x , y ∈ Ω
for some L > 0 L>0 L > 0 , convergence bounds of mirror descent methods can be established in terms of D h D_h D h , where Ω \Omega Ω is a suitable convex set containing the iterates and relevant comparison points [4 , 20 ] . Mirror descent and relative smoothness extend gradient descent and Lipschitz smoothness in the Euclidean norm, respectively, to non-Euclidean settings. Nonetheless, extending accelerated gradient methods to non-Euclidean mirror descent is nontrivial. There have been many recent studies on acceleration in mirror descent, including both specific accelerated variants [12 , 16 , 25 ] and lower bounds on achievable convergence rates [11 ] . In addition, adaptive mirror descent methods have also been developed [30 ] .
Another line of research explores first-order methods that directly exploit norm geometry to shape search directions. In particular, replacing the squared Euclidean distance with the squared distance induced by a general norm yields the dual preconditioned gradient update [15 ] :
x k + 1 = x k − 1 γ k J ∗ ( ∇ f ( x k ) ) ∈ arg min x ∈ R n { ⟨ ∇ f ( x k ) , x − x k ⟩ + γ k 2 ∥ x − x k ∥ ∗ 2 } . x_{k+1}=x_k-\frac{1}{\gamma_k}J_*(\nabla f(x_k))\in\mathop{\operatorname{arg\,min}}_{x\in\mathbb{R}^n}\left\{\langle\nabla f(x_k),x-x_k\rangle+\frac{\gamma_k}{2}\lVert x-x_k\rVert_*^2\right\}. x k + 1 = x k − γ k 1 J ∗ ( ∇ f ( x k )) ∈ arg min x ∈ R n { ⟨ ∇ f ( x k ) , x − x k ⟩ + 2 γ k ∥ x − x k ∥ ∗ 2 } .
where γ k > 0 \gamma_k>0 γ k > 0 , ∥ ⋅ ∥ \lVert\cdot\rVert ∥ ⋅ ∥ and ∥ ⋅ ∥ ∗ \lVert\cdot\rVert_* ∥ ⋅ ∥ ∗ denote a general norm and its dual, respectively, and J ∗ ( g ) ∈ ∂ ( ∥ ⋅ ∥ ∗ 2 / 2 ) ( g ) J_*(g)\in\partial(\lVert\cdot\rVert_*^2/2)(g) J ∗ ( g ) ∈ ∂ (∥ ⋅ ∥ ∗ 2 /2 ) ( g ) for all g ∈ R n g\in\mathbb{R}^n g ∈ R n . For convex problems, this preconditioned method achieves an O ( T − 1 ) \mathcal{O}(T^{-1}) O ( T − 1 ) convergence rate in the objective gap under a Lipschitz gradient condition defined using the general norm and its dual, together with a level-boundedness assumption [15 ] , where T T T denotes the number of iterations. This bound is analogous to that of classical gradient descent. Moreover, this preconditioned gradient descent has also been analyzed under a dual relative smoothness condition [23 ] . This condition serves as a dual counterpart to the primal relative smoothness condition used to analyze mirror descent [20 ] . In addition, accelerated variants of preconditioned gradient descent in general norm geometries have been developed in [6 , 8 ] . In particular, when the primal and dual norms are the p p p - and q q q -norms, respectively, with 1 / p + 1 / q = 1 1/p+1/q=1 1/ p + 1/ q = 1 and 2 ≤ p < ∞ 2\le p<\infty 2 ≤ p < ∞ , these methods achieve an O ( T − ( 1 + 2 / p ) ) \mathcal{O}(T^{-(1+2/p)}) O ( T − ( 1 + 2/ p ) ) convergence rate in the objective gap, matching the lower bounds up to logarithmic factors [7 ] . From a technical standpoint, these methods rely on the uniform convexity of the proximal regularizer to control linearization errors in their accelerated updates [6 , 8 ] . For the case p > 2 p>2 p > 2 , the resulting p p p th-power proximal terms interact with the quadratic terms arising from Lipschitz smoothness, making parameter selection and the convergence analysis more involved than in the case p = 2 p = 2 p = 2 (see Remark 1). It is also noteworthy that p p p -norm geometry has attracted significant recent interest in the design of deep learning optimizers, particularly in the endpoint case p = ∞ p = \infty p = ∞ , which leads to sign-based update directions; see, e.g., [5 , 10 , 13 , 22 , 31 ] . These theoretical advances and growing practical interest motivate the following natural question:
Can we design a line-search-free accelerated first-order method for smooth convex optimization that exploits p p p -norm geometry for preconditioning throughout the range p ∈ [ 2 , ∞ ] p \in[2,\infty] p ∈ [ 2 , ∞ ] ?
This paper provides an affirmative answer to this question. Specifically, our proposed method employs an acceleration mechanism that combines optimistic dual averaging [32 ] in p p p -norm geometry with weighted iterate averaging [14 ] . To adapt the regularization parameters, we aggregate past linearizations into an affine model and use this model to derive a new parameter selection rule that directly controls a Lyapunov potential. This construction differs fundamentally from the parameter selection rules used by existing line-search-free accelerated gradient methods in the case p = 2 p = 2 p = 2 [18 , 33 ] .
Moreover, our analysis relies on the relaxed dual-potential expansion inequality in Lemma 1, which avoids the need for a uniform convexity inequality for the proximal regularizer. Consequently, our method directly uses the squared p p p -norm as the proximal regularizer for p > 2 p > 2 p > 2 , in contrast to existing accelerated methods that rely on p p p -uniformly convex regularizers [6 , 8 ] (see Remark 1). On the theoretical side, we establish an accelerated convergence rate for the proposed method under a generalized local smoothness condition (see Assumption 1(b)). This condition incorporates gap-dependent curvature into the local smoothness condition and allows us to distinguish the contributions of the constant and gap-dependent curvature terms to the convergence bound. Our main contributions are summarized below.
We develop an adaptive accelerated optimistic dual averaging (A 2 A^{2} A 2 ODA) method under p p p -norm geometry for solving problem (1) . To the best of our knowledge, this is the first line-search-free first-order method that combines adaptive acceleration with squared p p p -norm regularization in a unified framework covering all p ∈ [ 2 , ∞ ] p \in[2,\infty] p ∈ [ 2 , ∞ ] .
Under the generalized local smoothness condition (Assumption 1(b)), we establish a unified convergence bound for Algorithm 1 across all p ∈ [ 2 , ∞ ] p \in[2,\infty] p ∈ [ 2 , ∞ ] that explicitly separates the contributions of constant and gap-dependent curvature (see Theorem 2). In the special case of local smoothness, this bound recovers a nearly optimal convergence rate (see § 3.4 ).
The rest of the paper is organized as follows. In § 2 , we introduce the notation and preliminary results. In § 3 , we present the proposed algorithm and state its convergence guarantees. The proof of our main convergence result is presented in § 4 . Additional lemmas and proofs are deferred to the appendix.
Notation and preliminaries
Throughout this paper, we use R n \mathbb{R}^{n} R n and R + \mathbb{R}_{+} R + to denote the n n n -dimensional Euclidean space and the set of nonnegative real numbers, respectively, and ⟨ ⋅ , ⋅ ⟩ \langle\cdot,\cdot\rangle ⟨ ⋅ , ⋅ ⟩ to denote the standard inner product. We adopt the convention 0 0 = 1 0^{0}=1 0 0 = 1 and 1 / ∞ = 0 1/\infty=0 1/∞ = 0 . For a positive integer N N N , we define [ N ] : = { 1 , 2 , … , N } [N] := \{1,2,\ldots,N\} [ N ] := { 1 , 2 , … , N } . For any p ∈ [ 1 , ∞ ) p \in[1,\infty) p ∈ [ 1 , ∞ ) and z ∈ R n z \in\mathbb{R}^{n} z ∈ R n , we define ∥ z ∥ p : = ( ∑ i = 1 n ∣ z i ∣ p ) 1 / p \|z\|_{p} := \left(\sum_{i=1}^{n}|z_{i}|^{p}\right)^{1/p} ∥ z ∥ p := ( ∑ i = 1 n ∣ z i ∣ p ) 1/ p and ∥ z ∥ ∞ : = max 1 ≤ i ≤ n ∣ z i ∣ \|z\|_{\infty} := \max_{1\leq i\leq n}|z_{i}| ∥ z ∥ ∞ := max 1 ≤ i ≤ n ∣ z i ∣ . For any A ∈ R n × n A \in\mathbb{R}^{n\times n} A ∈ R n × n and any p , q ∈ [ 1 , ∞ ] p,q \in[1,\infty] p , q ∈ [ 1 , ∞ ] , the induced p p p -to-q q q operator norm is defined by ∥ A ∥ p → q : = sup ∥ x ∥ p ≤ 1 ∥ A x ∥ q \|A\|_{p\to q} := \sup_{\|x\|_{p}\leq1}\|Ax\|_{q} ∥ A ∥ p → q := sup ∥ x ∥ p ≤ 1 ∥ A x ∥ q . For any convex function h : R n → R h:\mathbb{R}^{n}\to\mathbb{R} h : R n → R , its Fenchel conjugate is defined by h ∗ ( u ) : = sup x ∈ R n { ⟨ x , u ⟩ − h ( x ) } h^{*}(u) := \sup_{x\in\mathbb{R}^{n}}\{\langle x,u\rangle-h(x)\} h ∗ ( u ) := sup x ∈ R n {⟨ x , u ⟩ − h ( x )} for every u ∈ R n u \in\mathbb{R}^n u ∈ R n . Let ∂ h ( x ) \partial h(x) ∂ h ( x ) denote the convex subdifferential of h h h at x x x . The Fenchel-Young equality holds if and only if u ∈ ∂ h ( x ) u \in\partial h(x) u ∈ ∂ h ( x ) :
h ( x ) + h ∗ ( u ) = ⟨ x , u ⟩ . (2) h(x) + h^*(u) = \langle x,u\rangle. \tag*{(2)} h ( x ) + h ∗ ( u ) = ⟨ x , u ⟩ . (2)
For x , y ∈ R n x,y \in\mathbb{R}^n x , y ∈ R n and g y ∈ ∂ h ( y ) g_y \in\partial h(y) g y ∈ ∂ h ( y ) , define the generalized Bregman divergence by D h g y ( x , y ) : = h ( x ) − h ( y ) − ⟨ g y , x − y ⟩ D_h^{g_y}(x,y) := h(x) - h(y) - \langle g_y,x-y\rangle D h g y ( x , y ) := h ( x ) − h ( y ) − ⟨ g y , x − y ⟩ . When h h h is differentiable at y y y , we omit the superscript and denote the Bregman divergence by D h ( x , y ) D_h(x,y) D h ( x , y ) . In addition, we use O ( ⋅ ) O(\cdot) O ( ⋅ ) and Θ ( ⋅ ) \Theta(\cdot) Θ ( ⋅ ) to denote asymptotic upper and two-sided bounds, respectively.
For conjugate exponents p ∈ [ 2 , ∞ ] p \in[2,\infty] p ∈ [ 2 , ∞ ] and q ∈ [ 1 , 2 ] q \in[1,2] q ∈ [ 1 , 2 ] satisfying 1 / p + 1 / q = 1 1/p + 1/q = 1 1/ p + 1/ q = 1 , define the primal and dual regularizers by
d p ( x ) : = 1 2 ∥ x ∥ p 2 , V q ( u ) : = d p ∗ ( u ) = 1 2 ∥ u ∥ q 2 ∀ x , u ∈ R n . (3) d_p(x) := \frac{1}{2}\|x\|_p^2,\qquad V_q(u) := d_p^*(u) = \frac{1}{2}\|u\|_q^2\qquad\forall x,u \in\mathbb{R}^n. \tag*{(3)} d p ( x ) := 2 1 ∥ x ∥ p 2 , V q ( u ) := d p ∗ ( u ) = 2 1 ∥ u ∥ q 2 ∀ x , u ∈ R n . (3)
For any q ∈ [ 1 , 2 ] q \in[1,2] q ∈ [ 1 , 2 ] and u ∈ R n u \in\mathbb{R}^n u ∈ R n , define
J q ( u ) : = { ∇ V q ( u ) , q ∈ ( 1 , 2 ] , ∥ u ∥ 1 sgn 0 ( u ) , q = 1 , ( sgn 0 ( u ) ) i : = { 1 , u i > 0 , 0 , u i = 0 , − 1 , u i < 0 , i = 1 , … , n . (4) J_q(u) :=
\begin{cases}
\nabla V_q(u), & q \in(1,2],\\
\|u\|_1\operatorname{sgn}_0(u), & q=1,
\end{cases}
\qquad
(\operatorname{sgn}_0(u))_i :=
\begin{cases}
1, & u_i>0,\\
0, & u_i=0,\\
-1, & u_i<0,
\end{cases}
\qquad i=1,\ldots,n. \tag*{(4)} J q ( u ) := { ∇ V q ( u ) , ∥ u ∥ 1 sgn 0 ( u ) , q ∈ ( 1 , 2 ] , q = 1 , ( sgn 0 ( u ) ) i := ⎩ ⎨ ⎧ 1 , 0 , − 1 , u i > 0 , u i = 0 , u i < 0 , i = 1 , … , n . (4)
Then, for any pair of conjugate exponents p ∈ [ 2 , ∞ ] p \in[2,\infty] p ∈ [ 2 , ∞ ] and q ∈ [ 1 , 2 ] q \in[1,2] q ∈ [ 1 , 2 ] , one can verify that
J q ( u ) ∈ ∂ V q ( u ) , ∥ J q ( u ) ∥ p = ∥ u ∥ q , ⟨ J q ( u ) , u ⟩ = ∥ u ∥ q 2 . (5) J_q(u) \in\partial V_q(u),\qquad\|J_q(u)\|_p=\|u\|_q,\qquad\langle J_q(u),u\rangle=\|u\|_q^2. \tag*{(5)} J q ( u ) ∈ ∂ V q ( u ) , ∥ J q ( u ) ∥ p = ∥ u ∥ q , ⟨ J q ( u ) , u ⟩ = ∥ u ∥ q 2 . (5)
For any q ∈ [ 1 , 2 ] q \in[1,2] q ∈ [ 1 , 2 ] , we also introduce an exponent that plays an important role in our analysis:
r q : = { q 2 − q , q ∈ [ 1 , 2 ) , ∞ , q = 2. (6) r_q :=
\begin{cases}
\frac{q}{2-q}, & q \in[1,2),\\
\infty, & q=2.
\end{cases} \tag*{(6)} r q := { 2 − q q , ∞ , q ∈ [ 1 , 2 ) , q = 2. (6)
The next lemma establishes an expansion inequality for the squared ℓ q \ell_q ℓ q -norm, including the nonsmooth case q = 1 q=1 q = 1 . It provides a counterpart of the well-known Euclidean identity
V 2 ( u + v ) = V 2 ( u ) + ⟨ J 2 ( u ) , v ⟩ + V 2 ( v ) . (7) V_2(u+v)=V_2(u)+\langle J_2(u),v\rangle+V_2(v). \tag*{(7)} V 2 ( u + v ) = V 2 ( u ) + ⟨ J 2 ( u ) , v ⟩ + V 2 ( v ) . (7)
Lemma 1 (Relaxed dual-potential expansion). Let q ∈ [ 1 , 2 ) q \in[1,2) q ∈ [ 1 , 2 ) , and let V q V_q V q and J q J_q J q be defined in (3) and (4) , respectively. Then,
c V q ( u + v ) ≤ V q ( u ) + ⟨ J q ( u ) , v ⟩ + ( 1 + 2 2 / r q c ( 1 − c r q ) 1 / r q ) V q ( v ) (8) cV_q(u+v)\le V_q(u)+\langle J_q(u),v\rangle+\left(1+\frac{2^{2/r_q}c}{(1-c^{r_q})^{1/r_q}}\right)V_q(v) \tag*{(8)} c V q ( u + v ) ≤ V q ( u ) + ⟨ J q ( u ) , v ⟩ + ( 1 + ( 1 − c r q ) 1/ r q 2 2/ r q c ) V q ( v ) (8) holds for all u , v ∈ R n u,v \in\mathbb{R}^n u , v ∈ R n , c ∈ ( 0 , 1 ) c \in(0,1) c ∈ ( 0 , 1 ) , where r q r_q r q is defined in (6) .
Remark 1. Existing accelerated methods in p p p -norm geometry typically rely on p p p -uniformly convex proximal regularizers for p > 2 p>2 p > 2 [6 , 8 ] . The resulting p p p th-power proximal terms cannot be directly balanced against the quadratic errors arising from Lipschitz smoothness, requiring additional approximation arguments and more involved parameter choices.
In contrast, our method directly uses the squared p p p -norm as the proximal regularizer, without requiring a uniform convexity lower bound. The key technical ingredient in our analysis is the relaxed dual-potential expansion in Lemma 1, which controls perturbations through a quadratic term in the dual norm. Combined with our adaptive parameter-selection rule, this inequality provides an alternative approach to acceleration in p p p -norm geometry and simplifies the convergence analysis.
We make the following assumptions throughout the paper.
Assumption 1. (a) The function f f f is convex and attains its minimum, with optimal value denoted by
f ∗ : = min x ∈ R n f ( x ) . f_{\ast} := \min_{x\in\mathbb{R}^{n}} f(x). f ∗ := x ∈ R n min f ( x ) . (b) Let p ∈ [ 2 , ∞ ] p \in[2,\infty] p ∈ [ 2 , ∞ ] and q ∈ [ 1 , 2 ] q \in[1,2] q ∈ [ 1 , 2 ] be conjugate exponents with 1 / p + 1 / q = 1 1/p+1/q=1 1/ p + 1/ q = 1 , and let ν ∈ [ 0 , 1 ) \nu\in[0,1) ν ∈ [ 0 , 1 ) . For every compact convex set Ω ⊂ R n \Omega\subset\mathbb{R}^{n} Ω ⊂ R n , there exist constants L p ( Ω ) , H p ( Ω ) ≥ 0 L_p(\Omega), H_p(\Omega) \ge0 L p ( Ω ) , H p ( Ω ) ≥ 0 such that
∥ ∇ f ( x ) − ∇ f ( y ) ∥ q 2 ≤ 2 ( L p ( Ω ) + H p ( Ω ) max { Δ ( x ) , Δ ( y ) } ν ) D f ( x , y ) (9) \lVert\nabla f(x)-\nabla f(y)\rVert_q^2 \le2\left(L_p(\Omega)+H_p(\Omega)\max\{\Delta(x),\Delta(y)\}^{\nu}\right)D_f(x,y) \tag*{(9)} ∥ ∇ f ( x ) − ∇ f ( y ) ∥ q 2 ≤ 2 ( L p ( Ω ) + H p ( Ω ) max { Δ ( x ) , Δ ( y ) } ν ) D f ( x , y ) (9) holds for all x , y ∈ Ω x,y \in\Omega x , y ∈ Ω , where Δ ( x ) : = f ( x ) − f ∗ \Delta(x):=f(x)-f_{\ast} Δ ( x ) := f ( x ) − f ∗ .
Remark 2. Assumption 1(b) is a cocoercivity-type generalized local smoothness condition. This condition is related to local smoothness [21 ] and gap-dependent generalized smoothness [19 ] . Applying (9) to both ( x , y ) (x,y) ( x , y ) and ( y , x ) (y,x) ( y , x ) , and then using Hölder’s inequality, yields the following Lipschitz-type generalized local smoothness condition:
∥ ∇ f ( x ) − ∇ f ( y ) ∥ q ≤ ( L p ( Ω ) + H p ( Ω ) max { Δ ( x ) , Δ ( y ) } ν ) ∥ x − y ∥ p ∀ x , y ∈ Ω . (10) \lVert\nabla f(x)-\nabla f(y)\rVert_q \le\left(L_p(\Omega)+H_p(\Omega)\max\{\Delta(x),\Delta(y)\}^{\nu}\right)\lVert x-y\rVert_p \qquad\forall x,y\in\Omega. \tag*{(10)} ∥ ∇ f ( x ) − ∇ f ( y ) ∥ q ≤ ( L p ( Ω ) + H p ( Ω ) max { Δ ( x ) , Δ ( y ) } ν ) ∥ x − y ∥ p ∀ x , y ∈ Ω. (10)
Conversely, for any given Ω \Omega Ω containing x ∗ x_{\ast} x ∗ , (9) holds with constants L p ( Ω ) , H p ( Ω ) ≥ 0 L_p(\Omega),H_p(\Omega)\ge0 L p ( Ω ) , H p ( Ω ) ≥ 0 provided that
∥ ∇ f ( x ) − ∇ f ( y ) ∥ q ≤ ( L p ( Ω ) + 2 − ν H p ( Ω ) max { Δ ( x ) , Δ ( y ) } ν ) ∥ x − y ∥ p ∀ x , y ∈ Ω ‾ , \lVert\nabla f(x)-\nabla f(y)\rVert_q \le\left(L_p(\Omega)+2^{-\nu}H_p(\Omega)\max\{\Delta(x),\Delta(y)\}^{\nu}\right)\lVert x-y\rVert_p \qquad\forall x,y\in\overline{\Omega}, ∥ ∇ f ( x ) − ∇ f ( y ) ∥ q ≤ ( L p ( Ω ) + 2 − ν H p ( Ω ) max { Δ ( x ) , Δ ( y ) } ν ) ∥ x − y ∥ p ∀ x , y ∈ Ω ,
where Ω ‾ \overline{\Omega} Ω is a suitably enlarged compact convex set containing Ω \Omega Ω . A precise choice of Ω ‾ \overline{\Omega} Ω and a proof of this implication are provided in Appendix B. Thus, the cocoercivity-type and Lipschitz-type generalized local smoothness conditions are equivalent, up to an enlargement of the domain and a change in constants.
When ν = 0 \nu=0 ν = 0 , Assumption 1(b) reduces to the usual local smoothness condition. For ν > 0 \nu>0 ν > 0 , it separates the curvature bound into a constant part L p ( Ω ) L_p(\Omega) L p ( Ω ) and a gap-dependent part H p ( Ω ) max { Δ ( x ) , Δ ( y ) } ν H_p(\Omega)\max\{\Delta(x),\Delta(y)\}^{\nu} H p ( Ω ) max { Δ ( x ) , Δ ( y ) } ν , which vanishes as the objective values approach the minimum. This decomposition allows the leading term of the convergence bound to depend on L p ( Ω ) L_p(\Omega) L p ( Ω ) , which can be substantially smaller than a uniform curvature bound over Ω \Omega Ω , while the gap-dependent curvature contributes terms that may decay faster.
An adaptive accelerated optimistic dual averaging method
In this section, we propose an adaptive accelerated optimistic dual averaging (A 2 O D A \mathrm{A}^{2}\mathrm{ODA} A 2 ODA ) method in p p p -norm geometry for p ∈ [ 2 , ∞ ] p\in[2,\infty] p ∈ [ 2 , ∞ ] and establish its convergence properties under the generalized local smoothness condition stated in Assumption 1(b). Specifically, we first describe the main components of the method in Sections 3.1–3.3 and then present the complete algorithm and its convergence results in Section 3.4.
Before proceeding, we let { λ k } \{\lambda_k\} { λ k } be the positive weights for averaging iterates and gradients, and define the cumulative weights by A k = ∑ i = 1 k λ i A_k=\sum_{i=1}^{k}\lambda_i A k = ∑ i = 1 k λ i for all k ≥ 1 k\ge1 k ≥ 1 . The A 2 O D A \mathrm{A}^{2}\mathrm{ODA} A 2 ODA method generates two sequences: the optimistic dual-averaging iterates { y k } \{y_k\} { y k } and the weighted-average iterates { x k } \{x_k\} { x k } . For convenience, we denote the sequences of function values and gradients evaluated at { x k } \{x_k\} { x k } by { f k } \{f_k\} { f k } and { g k } \{g_k\} { g k } , respectively, where f k = f ( x k ) f_k=f(x_k) f k = f ( x k ) and g k = ∇ f ( x k ) g_k=\nabla f(x_k) g k = ∇ f ( x k ) for all k ≥ 1 k\ge1 k ≥ 1 .
Optimistic dual averaging and acceleration
The proposed method combines optimistic dual averaging with weighted primal averaging to achieve acceleration. It mainly consists of three parts: dual averaging to accumulate past gradients, optimism to predict the next gradient contribution, and weighted primal averaging to construct the iterates at which gradients are evaluated.
Following the dual-averaging strategy [35 ] , we maintain the weighted gradient sum
s 0 = 0 , s k = ∑ i = 1 k λ i g i , ∀ k ≥ 1. s_0=0,\qquad s_k=\sum_{i=1}^{k}\lambda_i g_i,\qquad\forall k\ge1. s 0 = 0 , s k = i = 1 ∑ k λ i g i , ∀ k ≥ 1.
At the beginning of iteration k k k , the new gradient g k g_k g k is not yet available. We therefore use the most recent gradient g k − 1 g_{k-1} g k − 1 to predict the contribution of g k g_k g k to s k s_k s k , forming
s ~ k = s k − 1 + λ k g k − 1 , ∀ k ≥ 1. \widetilde{s}_k=s_{k-1}+\lambda_k g_{k-1},\qquad\forall k\ge1. s k = s k − 1 + λ k g k − 1 , ∀ k ≥ 1.
The term λ k g k − 1 \lambda_k g_{k-1} λ k g k − 1 constitutes the optimistic part: it adds a prediction of the next weighted gradient before that gradient is observed, as in optimistic follow-the-regularized-leader methods [32 ] . The optimistic dual-averaging iterate y k y_k y k is then obtained by minimizing the sum of the predicted linear model and a regularization term:
y k ∈ arg min y ∈ R n { ⟨ s ~ k , y − x 0 ⟩ + γ k 2 ∥ y − x 0 ∥ p 2 } . y_k\in\mathop{\arg\min}_{y\in\mathbb{R}^n}\left\{\langle\widetilde{s}_k,y-x_0\rangle+\frac{\gamma_k}{2}\lVert y-x_0\rVert_p^2\right\}. y k ∈ arg min y ∈ R n { ⟨ s k , y − x 0 ⟩ + 2 γ k ∥ y − x 0 ∥ p 2 } .
where γ k > 0 \gamma_k>0 γ k > 0 controls the regularization strength. Our novel adaptive strategy for updating γ k \gamma_k γ k will be introduced later. To achieve acceleration, a key ingredient is the coupling of optimistic updates with gradient evaluations at running weighted averages [14 ] . Specifically, we form the weighted primal average
x k = A k − 1 A k x k − 1 + λ k A k y k = 1 A k ∑ i = 1 k λ i y i . x_k=\frac{A_{k-1}}{A_k}x_{k-1}+\frac{\lambda_k}{A_k}y_k=\frac{1}{A_k}\sum_{i=1}^{k}\lambda_i y_i. x k = A k A k − 1 x k − 1 + A k λ k y k = A k 1 i = 1 ∑ k λ i y i .
and evaluate the new gradient at the averaged iterate x k x_k x k , rather than at y k y_k y k , setting g k = ∇ f ( x k ) g_k=\nabla f(x_k) g k = ∇ f ( x k ) .
Aggregated affine lower model for adaptive regularization
We now motivate our adaptive strategy for updating the regularization parameters based on an accumulated affine lower model. Following the estimate-sequence and approximate-duality-gap techniques [9 , 34 ] , we aggregate supporting affine functions and add a regularization term.
For any x ∈ R n x\in\mathbb{R}^n x ∈ R n , we define the aggregated affine lower model φ k \varphi_k φ k by
φ k ( x ) : = c k + ⟨ s k , x − x 0 ⟩ = ∑ i = 1 k λ i ( f i + ⟨ g i , x − x i ⟩ ) ≤ A k f ( x ) (11) \varphi_k(x):=c_k+\langle s_k,x-x_0\rangle=\sum_{i=1}^{k}\lambda_i\left(f_i+\langle g_i,x-x_i\rangle\right)\le A_k f(x) \tag*{(11)} φ k ( x ) := c k + ⟨ s k , x − x 0 ⟩ = i = 1 ∑ k λ i ( f i + ⟨ g i , x − x i ⟩ ) ≤ A k f ( x ) (11)
with
c k : = ∑ i = 1 k λ i ( f i + ⟨ g i , x 0 − x i ⟩ ) , c_k:=\sum_{i=1}^{k}\lambda_i\left(f_i+\langle g_i,x_0-x_i\rangle\right), c k := i = 1 ∑ k λ i ( f i + ⟨ g i , x 0 − x i ⟩ ) ,
where the inequality is due to the convexity of f f f . This model collects the first-order information obtained along the optimization trajectory. It requires only the vector s k s_k s k and the scalar c k c_k c k , both of which can be updated recursively.
Directly minimizing φ k \varphi_k φ k over R n \mathbb{R}^n R n does not generally yield a useful comparison value. We therefore define the regularized estimating function for any γ > 0 \gamma>0 γ > 0 and its minimum value by
ψ k ( x ; γ ) : = φ k ( x ) + γ 2 ∥ x − x 0 ∥ p 2 , m k ( γ ) : = min x ∈ R n ψ k ( x ; γ ) = c k − ∥ s k ∥ q 2 2 γ , (12) \psi_k(x;\gamma):=\varphi_k(x)+\frac{\gamma}{2}\lVert x-x_0\rVert_p^2,\qquad m_k(\gamma):=\min_{x\in\mathbb{R}^n}\psi_k(x;\gamma)=c_k-\frac{\lVert s_k\rVert_q^2}{2\gamma}, \tag*{(12)} ψ k ( x ; γ ) := φ k ( x ) + 2 γ ∥ x − x 0 ∥ p 2 , m k ( γ ) := x ∈ R n min ψ k ( x ; γ ) = c k − 2 γ ∥ s k ∥ q 2 , (12)
where the last equality follows from Fenchel conjugacy. For any minimizer x ∗ x_\ast x ∗ of f f f , (11) then implies
m k ( γ ) ≤ ψ k ( x ∗ ; γ ) ≤ A k f ∗ + γ 2 ∥ x ∗ − x 0 ∥ p 2 . (13) m_k(\gamma) \le\psi_k(x_\ast;\gamma) \le A_k f_\ast+ \frac{\gamma}{2}\lVert x_\ast-x_0\rVert_p^2. \tag*{(13)} m k ( γ ) ≤ ψ k ( x ∗ ; γ ) ≤ A k f ∗ + 2 γ ∥ x ∗ − x 0 ∥ p 2 . (13)
Although m k ( γ ) m_k(\gamma) m k ( γ ) is not necessarily a lower bound on A k f ∗ A_k f_\ast A k f ∗ , this inequality provides the comparison needed to control the objective gap.
Motivated by (13) , we seek a regularization parameter satisfying
A k f k ≤ m k ( γ ) + ρ k 2 γ , (14) A_k f_k \le m_k(\gamma) + \rho_k^2\gamma, \tag*{(14)} A k f k ≤ m k ( γ ) + ρ k 2 γ , (14)
where ρ k > 0 \rho_k > 0 ρ k > 0 is a scale to be specified later. The additional term ρ k 2 γ \rho_k^2\gamma ρ k 2 γ is chosen to scale linearly with γ \gamma γ , matching the regularization term in (13) . The condition (14) is computable without knowing f ∗ f_\ast f ∗ . Combining it with (13) yields
f k − f ∗ ≤ γ A k ( ρ k 2 + 1 2 ∥ x ∗ − x 0 ∥ p 2 ) . (15) f_k-f_\ast\le\frac{\gamma}{A_k}\left(\rho_k^2+\frac{1}{2}\lVert x_\ast-x_0\rVert_p^2\right). \tag*{(15)} f k − f ∗ ≤ A k γ ( ρ k 2 + 2 1 ∥ x ∗ − x 0 ∥ p 2 ) . (15)
For a fixed ρ k \rho_k ρ k , the resulting bound is proportional to γ \gamma γ .
Given γ k > 0 \gamma_k > 0 γ k > 0 and a safeguard parameter θ ∈ ( 0 , 1 ) \theta\in(0,1) θ ∈ ( 0 , 1 ) , we select the smallest γ ≥ θ γ k \gamma\ge\theta\gamma_k γ ≥ θ γ k satisfying (14) :
γ k + 1 : = min { γ ≥ θ γ k : A k f k ≤ m k ( γ ) + ρ k 2 γ } . (16) \gamma_{k+1}:=\min\left\{\gamma\ge\theta\gamma_k:A_k f_k\le m_k(\gamma)+\rho_k^2\gamma\right\}. \tag*{(16)} γ k + 1 := min { γ ≥ θ γ k : A k f k ≤ m k ( γ ) + ρ k 2 γ } . (16)
The safeguard limits the decrease in the regularization parameter, while the estimating-function comparison (14) determines whether a value larger than θ γ k \theta\gamma_k θ γ k is needed. Denote χ k : = A k f k − c k \chi_k:=A_k f_k-c_k χ k := A k f k − c k . Using the expression for m k ( γ ) m_k(\gamma) m k ( γ ) in (12) , we can rewrite the update (16) explicitly as
γ k + 1 = max { θ γ k , χ k + χ k 2 + 2 ρ k 2 ∥ s k ∥ q 2 2 ρ k 2 } . \gamma_{k+1}=\max\left\{\theta\gamma_k,\frac{\chi_k+\sqrt{\chi_k^2+2\rho_k^2\lVert s_k\rVert_q^2}}{2\rho_k^2}\right\}. γ k + 1 = max ⎩ ⎨ ⎧ θ γ k , 2 ρ k 2 χ k + χ k 2 + 2 ρ k 2 ∥ s k ∥ q 2 ⎭ ⎬ ⎫ .
Since (14) holds with γ = γ k + 1 \gamma=\gamma_{k+1} γ = γ k + 1 , it follows from (15) that
f k − f ∗ ≤ γ k + 1 A k ( ρ k 2 + 1 2 ∥ x ∗ − x 0 ∥ p 2 ) . f_k-f_\ast\le\frac{\gamma_{k+1}}{A_k}\left(\rho_k^2+\frac{1}{2}\lVert x_\ast-x_0\rVert_p^2\right). f k − f ∗ ≤ A k γ k + 1 ( ρ k 2 + 2 1 ∥ x ∗ − x 0 ∥ p 2 ) .
Bounded Lyapunov-potential certificate
We now use the estimating-function comparison in § 3.2 to construct a natural potential sequence { P k } \{P_k\} { P k } for the convergence analysis. Specifically, for all k ≥ 1 k\ge1 k ≥ 1 , define
P k : = A k f k − m k ( γ k + 1 ) = χ k + ∥ s k ∥ q 2 2 γ k + 1 . P_k:=A_k f_k-m_k(\gamma_{k+1})=\chi_k+\frac{\lVert s_k\rVert_q^2}{2\gamma_{k+1}}. P k := A k f k − m k ( γ k + 1 ) = χ k + 2 γ k + 1 ∥ s k ∥ q 2 .
where the last equality follows from the definition of χ k \chi_k χ k and (12) . The connection between this potential and the objective gap follows from (13) , which gives
P k ≥ A k ( f k − f ∗ ) − γ k + 1 2 ∥ x ∗ − x 0 ∥ p 2 . P_k\ge A_k(f_k-f_\ast)-\frac{\gamma_{k+1}}{2}\lVert x_\ast-x_0\rVert_p^2. P k ≥ A k ( f k − f ∗ ) − 2 γ k + 1 ∥ x ∗ − x 0 ∥ p 2 .
Thus, controlling P k P_k P k relative to γ k + 1 \gamma_{k+1} γ k + 1 provides a bound on the objective gap. In addition, the condition (14) , with γ = γ k + 1 \gamma=\gamma_{k+1} γ = γ k + 1 , ensures that
P k = χ k + ∥ s k ∥ q 2 2 γ k + 1 ≤ ρ k 2 γ k + 1 . P_k=\chi_k+\frac{\lVert s_k\rVert_q^2}{2\gamma_{k+1}}\le\rho_k^2\gamma_{k+1}. P k = χ k + 2 γ k + 1 ∥ s k ∥ q 2 ≤ ρ k 2 γ k + 1 .
This bounded potential condition also provides a basis for establishing the boundedness of the iterates { x k } \{x_k\} { x k } and { y k } \{y_k\} { y k } . A detailed statement will be given in Theorem 1.
The A2ODA method and its convergence rate
We now summarize the A2 ^{2} 2 ODA method in Algorithm 1, which combines the updates described above.
Algorithm 1 A2 ^{2} 2 ODA: An Adaptive Accelerated Optimistic Dual Averaging method
Input: Initial iterate x 0 ∈ R n x_0 \in\mathbb{R}^n x 0 ∈ R n satisfying ∇ f ( x 0 ) ≠ 0 \nabla f(x_0) \ne0 ∇ f ( x 0 ) = 0 , a conjugate pair ( p , q ) (p,q) ( p , q ) with q ∈ [ 1 , 2 ] q \in[1,2] q ∈ [ 1 , 2 ] and 1 / p + 1 / q = 1 1/p+1/q=1 1/ p + 1/ q = 1 , averaging scale m ≥ 2 m \ge2 m ≥ 2 , initial regularization parameter γ 1 > 0 \gamma_1 > 0 γ 1 > 0 , and scaling parameters α , θ \alpha,\theta α , θ satisfying θ ∈ ( 0 , 1 ) \theta\in(0,1) θ ∈ ( 0 , 1 ) and α > 2 ( 1 + e + e / θ ) \alpha> 2(1+e+e/\theta) α > 2 ( 1 + e + e / θ ) .
Set f 0 = f ( x 0 ) f_0=f(x_0) f 0 = f ( x 0 ) , g 0 = ∇ f ( x 0 ) g_0=\nabla f(x_0) g 0 = ∇ f ( x 0 ) , s 0 = 0 s_0=0 s 0 = 0 , c 0 = 0 c_0=0 c 0 = 0 , A 0 = 0 A_0=0 A 0 = 0 , and ρ 0 = 0 \rho_0=0 ρ 0 = 0 .
for k = 1 , 2 , … k=1,2,\ldots k = 1 , 2 , … do
Compute the averaging weights:
λ k = ( 1 + k − 1 m − 1 ) m − 1 , A k = A k − 1 + λ k . (17) \lambda_k=\left(1+\frac{k-1}{m-1}\right)^{m-1}, \qquad A_k=A_{k-1}+\lambda_k. \tag*{(17)} λ k = ( 1 + m − 1 k − 1 ) m − 1 , A k = A k − 1 + λ k . (17)
Perform an optimistic dual averaging step:
s ~ k = s k − 1 + λ k g k − 1 , y k = x 0 + 1 γ k J q ( − s ~ k ) , x k = A k − 1 A k x k − 1 + λ k A k y k . (18) \widetilde{s}_k=s_{k-1}+\lambda_k g_{k-1}, \qquad y_k=x_0+\frac{1}{\gamma_k}J_q(-\widetilde{s}_k), \qquad x_k=\frac{A_{k-1}}{A_k}x_{k-1}+\frac{\lambda_k}{A_k}y_k. \tag*{(18)} s k = s k − 1 + λ k g k − 1 , y k = x 0 + γ k 1 J q ( − s k ) , x k = A k A k − 1 x k − 1 + A k λ k y k . (18)
Evaluate f k = f ( x k ) f_k=f(x_k) f k = f ( x k ) , g k = ∇ f ( x k ) g_k=\nabla f(x_k) g k = ∇ f ( x k ) , and update the safeguard radius:
ρ k = max { ρ k − 1 , ∥ y k − x 0 ∥ p α } . (19) \rho_k=\max\left\{\rho_{k-1},\frac{\lVert y_k-x_0\rVert_p}{\alpha}\right\}. \tag*{(19)} ρ k = max { ρ k − 1 , α ∥ y k − x 0 ∥ p } . (19)
Update the accumulated gradient and affine model:
s k = s k − 1 + λ k g k , c k = c k − 1 + λ k ( f k + ⟨ g k , x 0 − x k ⟩ ) , χ k = A k f k − c k . (20) s_k=s_{k-1}+\lambda_k g_k,\qquad c_k=c_{k-1}+\lambda_k\left(f_k+\langle g_k,x_0-x_k\rangle\right),\qquad\chi_k=A_k f_k-c_k. \tag*{(20)} s k = s k − 1 + λ k g k , c k = c k − 1 + λ k ( f k + ⟨ g k , x 0 − x k ⟩ ) , χ k = A k f k − c k . (20)
Update the regularization parameter:
γ k + 1 = max { θ γ k , χ k + χ k 2 + 2 ( ρ k ∥ s k ∥ q ) 2 2 ρ k 2 } . (21) \gamma_{k+1}=\max\left\{\theta\gamma_k,\frac{\chi_k+\sqrt{\chi_k^2+2(\rho_k\lVert s_k\rVert_q)^2}}{2\rho_k^2}\right\}. \tag*{(21)} γ k + 1 = max { θ γ k , 2 ρ k 2 χ k + χ k 2 + 2 ( ρ k ∥ s k ∥ q ) 2 } . (21)
end for
We now make a few remarks about Algorithm 1.
The parameter m ≥ 2 m \ge2 m ≥ 2 controls the growth of the averaging weights: for fixed m m m , λ k = Θ ( k m − 1 ) \lambda_k=\Theta(k^{m-1}) λ k = Θ ( k m − 1 ) and A k = Θ ( k m ) A_k=\Theta(k^m) A k = Θ ( k m ) . In particular, m = 2 m=2 m = 2 gives λ k = k \lambda_k=k λ k = k and A k = k ( k + 1 ) / 2 A_k=k(k+1)/2 A k = k ( k + 1 ) /2 , recovering the linearly increasing weights used in accelerated optimistic dual averaging [14 ] . Allowing m > 2 m>2 m > 2 provides flexibility to exploit the diminishing gap-dependent curvature under generalized local smoothness, potentially yielding faster decay of the corresponding terms in the convergence bound.
The benefit of increasing m m m depends on its interaction with the adaptive regularization. Indeed, when the sequence of radius scales { ρ k } \{\rho_k\} { ρ k } is bounded, the objective-gap bound derived above is governed by γ k + 1 / A k \gamma_{k+1}/A_k γ k + 1 / A k . Thus, faster growth of A k A_k A k can translate into faster convergence only if it is not offset by the growth of γ k + 1 \gamma_{k+1} γ k + 1 . The convergence analysis below quantifies this interaction.
ρ k = 1 α max 1 ≤ i ≤ k { ∥ y i − x 0 ∥ p } . \rho_k=\frac{1}{\alpha}\max_{1\le i\le k}\{\lVert y_i-x_0\rVert_p\}. ρ k = α 1 1 ≤ i ≤ k max {∥ y i − x 0 ∥ p } .
so that this scale adapts to the observed size of the optimization trajectory, without requiring prior knowledge of the distance from x 0 x_0 x 0 to a minimizer.
This choice balances two effects: a larger ρ k \rho_k ρ k relaxes the estimating-function comparison and may allow a smaller regularization parameter, but it also increases the radius-dependent term in the objective-gap bound. This adaptive update is designed to achieve a favorable dependence on problem constants while using only quantities already available from the iterates. A simpler alternative is to use a fixed scale ρ k ≡ ρ > 0 \rho_k \equiv\rho> 0 ρ k ≡ ρ > 0 .
Calibration 1 (Selection of γ 1 \gamma_1 γ 1 ): Given g 0 ≠ 0 g_0 \ne0 g 0 = 0 and an initial γ > 0 \gamma> 0 γ > 0 , define x 1 ( γ ) = x 0 + γ − 1 J q ( − g 0 ) x_1(\gamma) = x_0 + \gamma^{-1}J_q(-g_0) x 1 ( γ ) = x 0 + γ − 1 J q ( − g 0 ) . A trial γ \gamma γ is accepted if
f ( x 1 ( γ ) ) ≤ f ( x 0 ) − ∥ g 0 ∥ q 2 2 γ . f(x_1(\gamma)) \le f(x_0) - \frac{\lVert g_0\rVert_q^2}{2\gamma}. f ( x 1 ( γ )) ≤ f ( x 0 ) − 2 γ ∥ g 0 ∥ q 2 .
Test the initial γ \gamma γ and proceed as follows:
Initial trial rejected. Repeatedly set γ ← 2 γ \gamma\leftarrow2\gamma γ ← 2 γ and test the new γ \gamma γ until it is accepted.
Initial trial accepted. Repeatedly test γ / 2 \gamma/2 γ /2 . If accepted, set γ ← γ / 2 \gamma\leftarrow\gamma/2 γ ← γ /2 ; otherwise, stop.
Return γ 1 = γ \gamma_1 = \gamma γ 1 = γ and x 1 = x 1 ( γ 1 ) x_1 = x_1(\gamma_1) x 1 = x 1 ( γ 1 ) .
This procedure terminates after finitely many trials: differentiability of f f f at x 0 x_0 x 0 ensures acceptance for all sufficiently large γ \gamma γ , while f ≥ f ∗ f \ge f_* f ≥ f ∗ and g 0 ≠ 0 g_0 \ne0 g 0 = 0 ensure rejection for all sufficiently small γ \gamma γ . Let L p L_p L p and H p H_p H p be the corresponding curvature moduli on a compact convex set S p S_p S p containing the iterates and a minimizer x ∗ x_* x ∗ , where S p S_p S p will be specified in Theorem 1 below. Under Assumption 1, the calibrated parameter γ 1 \gamma_1 γ 1 satisfies
∥ g 0 ∥ q 2 2 Δ ( x 0 ) ≤ γ 1 < 2 ( L p + H p Δ ( x 0 ) ν ) . (22) \frac{\lVert g_0\rVert_q^2}{2\Delta(x_0)} \le\gamma_1 < 2\left(L_p + H_p\Delta(x_0)^\nu\right). \tag*{(22)} 2Δ ( x 0 ) ∥ g 0 ∥ q 2 ≤ γ 1 < 2 ( L p + H p Δ ( x 0 ) ν ) . (22)
A proof of this bound is provided in Appendix § 8 . The calibration requires no prior knowledge of the smoothness constants and improves the dependence of the convergence rate on L p L_p L p and H p H_p H p , as detailed in Remark 5. Since the line search is performed only during initialization, subsequent iterations remain line-search-free.
We conclude this section by presenting the convergence rate of the A2 ^2 2 ODA method under the generalized local smoothness condition in Assumption 1(b). A formal statement is provided in Theorem 2 below. For any fixed m ≥ 2 m \ge2 m ≥ 2 and ν ∈ [ 0 , 1 ) \nu\in[0,1) ν ∈ [ 0 , 1 ) , with a calibration of γ 1 \gamma_1 γ 1 , we establish
f ( x T ) − f ∗ = O ( L p ∥ x 0 − x ∗ ∥ p 2 + ( H p ∥ x 0 − x ∗ ∥ p 2 ) 1 1 − ν T m + L p ∥ x 0 − x ∗ ∥ p 2 T 1 + 2 / p + ( H p ∥ x 0 − x ∗ ∥ p 2 ) 1 1 − ν T min { m , 1 + 2 / p 1 − ν } ) . (23) f(x_T) - f_* = O\left(\frac{L_p\lVert x_0-x_*\rVert_p^2 + \left(H_p\lVert x_0-x_*\rVert_p^2\right)^{\frac{1}{1-\nu}}}{T^m} + \frac{L_p\lVert x_0-x_*\rVert_p^2}{T^{1+2/p}} + \frac{\left(H_p\lVert x_0-x_*\rVert_p^2\right)^{\frac{1}{1-\nu}}}{T^{\min\left\{m,\frac{1+2/p}{1-\nu}\right\}}}\right). \tag*{(23)} f ( x T ) − f ∗ = O T m L p ∥ x 0 − x ∗ ∥ p 2 + ( H p ∥ x 0 − x ∗ ∥ p 2 ) 1 − ν 1 + T 1 + 2/ p L p ∥ x 0 − x ∗ ∥ p 2 + T m i n { m , 1 − ν 1 + 2/ p } ( H p ∥ x 0 − x ∗ ∥ p 2 ) 1 − ν 1 . (23)
with an additional logarithmic factor ( log T ) ( 1 − 2 / p ) / ( 1 − ν ) (\log T)^{(1-2/p)/(1-\nu)} ( log T ) ( 1 − 2/ p ) / ( 1 − ν ) in the last term when m = ( 1 + 2 / p ) / ( 1 − ν ) m = (1+2/p)/(1-\nu) m = ( 1 + 2/ p ) / ( 1 − ν ) . The three terms reflect the effects of initialization, constant curvature, and gap-dependent curvature, respectively. In particular, when ν > 0 \nu> 0 ν > 0 , the gap-dependent curvature term can decay faster than the constant-curvature term. For L p > 0 L_p > 0 L p > 0 , the overall rate remains O ( T − ( 1 + 2 / p ) ) O(T^{-(1+2/p)}) O ( T − ( 1 + 2/ p ) ) , which matches the lower bound on the convergence-rate exponent in [7 ] , up to dimension-dependent factors in the high-dimensional oracle regime. When L p = 0 L_p = 0 L p = 0 and ν > 0 \nu> 0 ν > 0 , a suitable choice of m m m yields a faster convergence rate. These results highlight the advantages of exploiting generalized local smoothness through adaptive regularization and weighted averaging.
Convergence analysis
In this section, we establish convergence rate guarantees for the A 2 A^{2} A 2 ODA method by analyzing the potential sequence
P 0 = 0 , P k ≔ χ k + 1 γ k + 1 V q ( − s k ) ∀ k ≥ 1 , (24) \mathcal{P}_{0}=0,\qquad\mathcal{P}_{k}\coloneqq\chi_{k}+\frac{1}{\gamma_{k+1}}V_{q}(-s_{k})\qquad\forall k\ge1, \tag*{(24)} P 0 = 0 , P k : = χ k + γ k + 1 1 V q ( − s k ) ∀ k ≥ 1 , (24)
where { χ k } \{\chi_{k}\} { χ k } , { s k } \{s_{k}\} { s k } , and { γ k } \{\gamma_{k}\} { γ k } are generated by the algorithm.
The following theorem establishes upper bounds on { P k } \{\mathcal{P}_{k}\} { P k } and the boundedness of the iterates generated by Algorithm 1.
Theorem 1. Suppose that Assumption 1(a) holds. Let { ( x k , y k , γ k , ρ k ) } \{(x_{k},y_{k},\gamma_{k},\rho_{k})\} {( x k , y k , γ k , ρ k )} be generated by Algorithm 1 and let { P k } \{\mathcal{P}_{k}\} { P k } be defined in (24) . Fix any minimizer x ∗ x_{*} x ∗ of f f f , and denote
C θ = 2 ( 1 + e + e / θ ) , ρ ˉ = max { ∥ g 0 ∥ q α γ 1 , C θ ∥ x 0 − x ∗ ∥ p α 2 − C θ 2 } . (25) C_{\theta}=2(1+e+e/\theta),\qquad\bar{\rho}=\max\left\{\frac{\|g_{0}\|_{q}}{\alpha\gamma_{1}},\frac{C_{\theta}\|x_{0}-x_{*}\|_{p}}{\sqrt{\alpha^{2}-C_{\theta}^{2}}}\right\}. \tag*{(25)} C θ = 2 ( 1 + e + e / θ ) , ρ ˉ = max { α γ 1 ∥ g 0 ∥ q , α 2 − C θ 2 C θ ∥ x 0 − x ∗ ∥ p } . (25) Then, 0 < ρ k ≤ ρ ˉ 0<\rho_{k}\le\bar{\rho} 0 < ρ k ≤ ρ ˉ for k ≥ 1 k\ge1 k ≥ 1 , and for any k ≥ 0 k\ge0 k ≥ 0 ,
P k ≤ ρ k 2 γ k + 1 . (26) \mathcal{P}_{k}\le\rho_{k}^{2}\gamma_{k+1}. \tag*{(26)} P k ≤ ρ k 2 γ k + 1 . (26) Moreover, it holds that ∥ x k − x 0 ∥ p , ∥ y k − x 0 ∥ p ≤ α ρ k \|x_{k}-x_{0}\|_{p},\|y_{k}-x_{0}\|_{p}\le\alpha\rho_{k} ∥ x k − x 0 ∥ p , ∥ y k − x 0 ∥ p ≤ α ρ k for any k ≥ 1 k\ge1 k ≥ 1 , and ∥ x ∗ − x 0 ∥ p ≤ α ρ ˉ \|x_{*}-x_{0}\|_{p}\le\alpha\bar{\rho} ∥ x ∗ − x 0 ∥ p ≤ α ρ ˉ . Consequently, for all k ≥ 1 k\ge1 k ≥ 1 ,
x k , y k , x ∗ ∈ S p ≔ { x ∈ R n : ∥ x − x 0 ∥ p ≤ α ρ ˉ } . (27) x_{k},y_{k},x_{*}\in S_{p}\coloneqq\{x\in\mathbb{R}^{n}:\|x-x_{0}\|_{p}\le\alpha\bar{\rho}\}. \tag*{(27)} x k , y k , x ∗ ∈ S p : = { x ∈ R n : ∥ x − x 0 ∥ p ≤ α ρ ˉ } . (27)
Proof. We first prove (26) . For k = 0 k=0 k = 0 , it follows from P 0 = 0 \mathcal{P}_{0}=0 P 0 = 0 and γ 1 > 0 \gamma_{1}>0 γ 1 > 0 . Using the update rule of ρ k \rho_{k} ρ k given in (19) , we have ρ 1 = ∥ g 0 ∥ q / ( α γ 1 ) > 0 \rho_{1}=\|g_{0}\|_{q}/(\alpha\gamma_{1})>0 ρ 1 = ∥ g 0 ∥ q / ( α γ 1 ) > 0 and { ρ k } k ≥ 1 \{\rho_{k}\}_{k\ge1} { ρ k } k ≥ 1 is a nondecreasing sequence, which implies that ρ k > 0 \rho_{k}>0 ρ k > 0 for all k ≥ 1 k\ge1 k ≥ 1 . Fix any k ≥ 1 k\ge1 k ≥ 1 , by the definitions of V q V_{q} V q and P k \mathcal{P}_{k} P k in (3) and (24) , one has
P k = χ k + 1 γ k + 1 V q ( − s k ) = χ k + ∥ s k ∥ q 2 2 γ k + 1 . (28) \mathcal{P}_{k}=\chi_{k}+\frac{1}{\gamma_{k+1}}V_{q}(-s_{k})=\chi_{k}+\frac{\|s_{k}\|_{q}^{2}}{2\gamma_{k+1}}. \tag*{(28)} P k = χ k + γ k + 1 1 V q ( − s k ) = χ k + 2 γ k + 1 ∥ s k ∥ q 2 . (28)
Observe from the update of γ k + 1 \gamma_{k+1} γ k + 1 in (21) that
γ k + 1 ≥ χ k + χ k 2 + 2 ρ k 2 ∥ s k ∥ q 2 2 ρ k 2 ⟹ ρ k 2 γ k + 1 2 − χ k γ k + 1 − 1 2 ∥ s k ∥ q 2 ≥ 0. \gamma_{k+1}\ge\frac{\chi_{k}+\sqrt{\chi_{k}^{2}+2\rho_{k}^{2}\|s_{k}\|_{q}^{2}}}{2\rho_{k}^{2}}
\quad\Longrightarrow\quad
\rho_{k}^{2}\gamma_{k+1}^{2}-\chi_{k}\gamma_{k+1}-\frac{1}{2}\|s_{k}\|_{q}^{2}\ge0. γ k + 1 ≥ 2 ρ k 2 χ k + χ k 2 + 2 ρ k 2 ∥ s k ∥ q 2 ⟹ ρ k 2 γ k + 1 2 − χ k γ k + 1 − 2 1 ∥ s k ∥ q 2 ≥ 0.
Dividing this inequality by γ k + 1 > 0 \gamma_{k+1}>0 γ k + 1 > 0 and using (28) , we obtain
P k = χ k + ∥ s k ∥ q 2 2 γ k + 1 ≤ ρ k 2 γ k + 1 . \mathcal{P}_{k}=\chi_{k}+\frac{\|s_{k}\|_{q}^{2}}{2\gamma_{k+1}}\le\rho_{k}^{2}\gamma_{k+1}. P k = χ k + 2 γ k + 1 ∥ s k ∥ q 2 ≤ ρ k 2 γ k + 1 .
This proves (26) . We next prove the boundedness of the iterates. Recall from (20) and (17) that
s k = ∑ i = 1 k λ i g i , c k = ∑ i = 1 k λ i ( f i + ⟨ g i , x 0 − x i ⟩ ) , A k = ∑ i = 1 k λ i , (29) s_{k}=\sum_{i=1}^{k}\lambda_{i}g_{i},\qquad
c_{k}=\sum_{i=1}^{k}\lambda_{i}\left(f_{i}+\langle g_{i},x_{0}-x_{i}\rangle\right),\qquad
A_{k}=\sum_{i=1}^{k}\lambda_{i}, \tag*{(29)} s k = i = 1 ∑ k λ i g i , c k = i = 1 ∑ k λ i ( f i + ⟨ g i , x 0 − x i ⟩ ) , A k = i = 1 ∑ k λ i , (29)
hold for any k ≥ 1 k\ge1 k ≥ 1 . Using these identities, we obtain
P k = χ k + ∥ s k ∥ q 2 2 γ k + 1 = A k f k − c k + ∥ s k ∥ q 2 2 γ k + 1 = A k ( f k − f ∗ ) + ∑ i = 1 k λ i D f ( x ∗ , x i ) + ⟨ s k , x ∗ − x 0 ⟩ + ∥ s k ∥ q 2 2 γ k + 1 ≥ ∥ s k ∥ q 2 2 γ k + 1 + ⟨ s k , x ∗ − x 0 ⟩ ≥ ∥ s k ∥ q 2 2 γ k + 1 − ∥ s k ∥ q ∥ x ∗ − x 0 ∥ p ≥ ∥ s k ∥ q 2 4 γ k + 1 − γ k + 1 ∥ x ∗ − x 0 ∥ p 2 . \begin{aligned}
\mathcal{P}_{k}
=\chi_{k}+\frac{\|s_{k}\|_{q}^{2}}{2\gamma_{k+1}}
=A_{k}f_{k}-c_{k}+\frac{\|s_{k}\|_{q}^{2}}{2\gamma_{k+1}}
=A_{k}(f_{k}-f_{*})+\sum_{i=1}^{k}\lambda_{i}D_{f}(x_{*},x_{i})+\langle s_{k},x_{*}-x_{0}\rangle+\frac{\|s_{k}\|_{q}^{2}}{2\gamma_{k+1}} \\
&\ge\frac{\lVert s_k\rVert_q^2}{2\gamma_{k+1}}+\langle s_k,x_\ast-x_0\rangle\ge\frac{\lVert s_k\rVert_q^2}{2\gamma_{k+1}}-\lVert s_k\rVert_q\lVert x_\ast-x_0\rVert_p\ge\frac{\lVert s_k\rVert_q^2}{4\gamma_{k+1}}-\gamma_{k+1}\lVert x_\ast-x_0\rVert_p^2.
\end{aligned} P k = χ k + 2 γ k + 1 ∥ s k ∥ q 2 = A k f k − c k + 2 γ k + 1 ∥ s k ∥ q 2 = A k ( f k − f ∗ ) + i = 1 ∑ k λ i D f ( x ∗ , x i ) + ⟨ s k , x ∗ − x 0 ⟩ + 2 γ k + 1 ∥ s k ∥ q 2 ≥ 2 γ k + 1 ∥ s k ∥ q 2 + ⟨ s k , x ∗ − x 0 ⟩ ≥ 2 γ k + 1 ∥ s k ∥ q 2 − ∥ s k ∥ q ∥ x ∗ − x 0 ∥ p ≥ 4 γ k + 1 ∥ s k ∥ q 2 − γ k + 1 ∥ x ∗ − x 0 ∥ p 2 .
where the third equality follows from (29) and the definition of D f D_f D f , the first inequality is due to f k ≥ f ∗ f_k\ge f_\ast f k ≥ f ∗ and the convexity of f f f , and the last two inequalities follow from Hölder’s and Young’s inequalities, respectively. Combining this inequality with P k ≤ ρ ˉ k 2 γ k + 1 P_k\le\bar{\rho}_k^2\gamma_{k+1} P k ≤ ρ ˉ k 2 γ k + 1 yields
∥ s k ∥ q γ k + 1 ≤ 2 ∥ x ∗ − x 0 ∥ p 2 + ρ ˉ k 2 . (30) \frac{\lVert s_k\rVert_q}{\gamma_{k+1}}\le2\sqrt{\lVert x_\ast-x_0\rVert_p^2+\bar{\rho}_k^2}. \tag*{(30)} γ k + 1 ∥ s k ∥ q ≤ 2 ∥ x ∗ − x 0 ∥ p 2 + ρ ˉ k 2 . (30)
This also holds for k = 0 k=0 k = 0 because s 0 = 0 s_0=0 s 0 = 0 . By (5) and the update of y k y_k y k in (18) , one has for any k ≥ 1 k\ge1 k ≥ 1 that
∥ y k − x 0 ∥ p = 1 γ k ∥ J q ( − s ~ k ) ∥ p = ∥ s ~ k ∥ q γ k . (31) \lVert y_k-x_0\rVert_p=\frac{1}{\gamma_k}\lVert J_q(-\widetilde{s}_k)\rVert_p=\frac{\lVert\widetilde{s}_k\rVert_q}{\gamma_k}. \tag*{(31)} ∥ y k − x 0 ∥ p = γ k 1 ∥ J q ( − s k ) ∥ p = γ k ∥ s k ∥ q . (31)
For k = 1 k=1 k = 1 , the update rule gives ∥ y 1 − x 0 ∥ p = ∥ g 0 ∥ q / γ 1 = α ρ 1 \lVert y_1-x_0\rVert_p=\lVert g_0\rVert_q/\gamma_1=\alpha\rho_1 ∥ y 1 − x 0 ∥ p = ∥ g 0 ∥ q / γ 1 = α ρ 1 . For k ≥ 2 k\ge2 k ≥ 2 , combining s k − 1 − s k − 2 = λ k − 1 g k − 1 s_{k-1}-s_{k-2}=\lambda_{k-1}g_{k-1} s k − 1 − s k − 2 = λ k − 1 g k − 1 and s ~ k − s k − 1 = λ k g k − 1 \widetilde{s}_k-s_{k-1}=\lambda_kg_{k-1} s k − s k − 1 = λ k g k − 1 gives
s ~ k = ( 1 + λ k λ k − 1 ) s k − 1 − λ k λ k − 1 s k − 2 . (32) \widetilde{s}_k=\left(1+\frac{\lambda_k}{\lambda_{k-1}}\right)s_{k-1}-\frac{\lambda_k}{\lambda_{k-1}}s_{k-2}. \tag*{(32)} s k = ( 1 + λ k − 1 λ k ) s k − 1 − λ k − 1 λ k s k − 2 . (32)
By Lemma 8, we have λ k / λ k − 1 ≤ e \lambda_k/\lambda_{k-1}\le e λ k / λ k − 1 ≤ e . Combining with γ k ≥ θ γ k − 1 \gamma_k\ge\theta\gamma_{k-1} γ k ≥ θ γ k − 1 , and ρ k − 2 ≤ ρ k − 1 \rho_{k-2}\le\rho_{k-1} ρ k − 2 ≤ ρ k − 1 gives
∥ y k − x 0 ∥ p = (31) ∥ s ~ k ∥ q γ k ≤ ( 1 + λ k λ k − 1 ) ∥ s k − 1 ∥ q γ k + λ k λ k − 1 ∥ s k − 2 ∥ q γ k ≤ ( 1 + e ) ∥ s k − 1 ∥ q γ k + e θ ∥ s k − 2 ∥ q γ k − 1 ≤ (30) 2 ( 1 + e ) ∥ x 0 − x ∗ ∥ p 2 + ρ k − 1 2 + 2 e θ ∥ x 0 − x ∗ ∥ p 2 + ρ k − 2 2 ≤ 2 ( 1 + e + e θ ) ∥ x 0 − x ∗ ∥ p 2 + ρ k − 1 2 = (25) C θ ∥ x 0 − x ∗ ∥ p 2 + ρ k − 1 2 . \begin{aligned}
\lVert y_k-x_0\rVert_p&\mathrel{\overset{\text{(31)}}{=}}\frac{\lVert\widetilde{s}_k\rVert_q}{\gamma_k}\le\left(1+\frac{\lambda_k}{\lambda_{k-1}}\right)\frac{\lVert s_{k-1}\rVert_q}{\gamma_k}+\frac{\lambda_k}{\lambda_{k-1}}\frac{\lVert s_{k-2}\rVert_q}{\gamma_k}\\
&\le(1+e)\frac{\lVert s_{k-1}\rVert_q}{\gamma_k}+\frac{e}{\theta}\frac{\lVert s_{k-2}\rVert_q}{\gamma_{k-1}}\\
&\mathrel{\overset{\text{(30)}}{\le}}2(1+e)\sqrt{\lVert x_0-x_\ast\rVert_p^2+\rho_{k-1}^2}+\frac{2e}{\theta}\sqrt{\lVert x_0-x_\ast\rVert_p^2+\rho_{k-2}^2}\\
&\le2\left(1+e+\frac{e}{\theta}\right)\sqrt{\lVert x_0-x_\ast\rVert_p^2+\rho_{k-1}^2}\mathrel{\overset{\text{(25)}}{=}}C_\theta\sqrt{\lVert x_0-x_\ast\rVert_p^2+\rho_{k-1}^2}.
\end{aligned} ∥ y k − x 0 ∥ p = (31) γ k ∥ s k ∥ q ≤ ( 1 + λ k − 1 λ k ) γ k ∥ s k − 1 ∥ q + λ k − 1 λ k γ k ∥ s k − 2 ∥ q ≤ ( 1 + e ) γ k ∥ s k − 1 ∥ q + θ e γ k − 1 ∥ s k − 2 ∥ q ≤ (30) 2 ( 1 + e ) ∥ x 0 − x ∗ ∥ p 2 + ρ k − 1 2 + θ 2 e ∥ x 0 − x ∗ ∥ p 2 + ρ k − 2 2 ≤ 2 ( 1 + e + θ e ) ∥ x 0 − x ∗ ∥ p 2 + ρ k − 1 2 = (25) C θ ∥ x 0 − x ∗ ∥ p 2 + ρ k − 1 2 .
Consequently, by (19) and the preceding bound on ∥ y k − x 0 ∥ p \lVert y_k-x_0\rVert_p ∥ y k − x 0 ∥ p , for every k ≥ 2 k\ge2 k ≥ 2 , we have
ρ k ≤ max { ρ k − 1 , C θ α ∥ x 0 − x ∗ ∥ p 2 + ρ k − 1 2 } . \rho_k\le\max\left\{\rho_{k-1},\frac{C_\theta}{\alpha}\sqrt{\lVert x_0-x_\ast\rVert_p^2+\rho_{k-1}^2}\right\}. ρ k ≤ max { ρ k − 1 , α C θ ∥ x 0 − x ∗ ∥ p 2 + ρ k − 1 2 } .
Since in Algorithm 1, we set α > C θ \alpha>C_\theta α > C θ , the definition of ρ ˉ \bar{\rho} ρ ˉ in (25) gives ρ 1 = ∥ g 0 ∥ q / ( α γ 1 ) ≤ ρ ˉ \rho_1=\lVert g_0\rVert_q/(\alpha\gamma_1)\le\bar{\rho} ρ 1 = ∥ g 0 ∥ q / ( α γ 1 ) ≤ ρ ˉ and
C θ 2 ∥ x 0 − x ∗ ∥ p 2 ≤ ( α 2 − C θ 2 ) ρ ˉ 2 ⟹ C θ α ∥ x 0 − x ∗ ∥ p 2 + ρ ˉ 2 ≤ ρ ˉ . C_\theta^2\lVert x_0-x_\ast\rVert_p^2\le(\alpha^2-C_\theta^2)\bar{\rho}^2\quad\Longrightarrow\quad\frac{C_\theta}{\alpha}\sqrt{\lVert x_0-x_\ast\rVert_p^2+\bar{\rho}^2}\le\bar{\rho}. C θ 2 ∥ x 0 − x ∗ ∥ p 2 ≤ ( α 2 − C θ 2 ) ρ ˉ 2 ⟹ α C θ ∥ x 0 − x ∗ ∥ p 2 + ρ ˉ 2 ≤ ρ ˉ .
We now prove ρ k ≤ ρ ˉ \rho_k\le\bar{\rho} ρ k ≤ ρ ˉ by induction. The case k = 1 k=1 k = 1 has already been established. Suppose that ρ k − 1 ≤ ρ ˉ \rho_{k-1}\le\bar{\rho} ρ k − 1 ≤ ρ ˉ for some k ≥ 2 k\ge2 k ≥ 2 , we have
ρ k ≤ max { ρ ˉ , C θ α ∥ x 0 − x ∗ ∥ p 2 + ρ ˉ 2 } = ρ ˉ . \rho_k\le\max\left\{\bar{\rho},\frac{C_\theta}{\alpha}\sqrt{\lVert x_0-x_\ast\rVert_p^2+\bar{\rho}^2}\right\}=\bar{\rho}. ρ k ≤ max { ρ ˉ , α C θ ∥ x 0 − x ∗ ∥ p 2 + ρ ˉ 2 } = ρ ˉ .
Thus, we have ρ k ≤ ρ ˉ \rho_k\le\bar{\rho} ρ k ≤ ρ ˉ for all k ≥ 1 k\ge1 k ≥ 1 . It remains to bound the iterates. By (19) , ∥ y k − x 0 ∥ p ≤ α ρ k \lVert y_k-x_0\rVert_p\le\alpha\rho_k ∥ y k − x 0 ∥ p ≤ α ρ k for every k ≥ 1 k\ge1 k ≥ 1 . To obtain the corresponding bound for x k x_k x k , note first that ∥ x 0 − x 0 ∥ p = 0 = α ρ 0 \lVert x_0-x_0\rVert_p=0=\alpha\rho_0 ∥ x 0 − x 0 ∥ p = 0 = α ρ 0 . Suppose that ∥ x k − 1 − x 0 ∥ p ≤ α ρ k − 1 \lVert x_{k-1}-x_0\rVert_p\le\alpha\rho_{k-1} ∥ x k − 1 − x 0 ∥ p ≤ α ρ k − 1 . Using the update of x k x_k x k in (18) , A k = A k − 1 + λ k A_k=A_{k-1}+\lambda_k A k = A k − 1 + λ k , and ρ k − 1 ≤ ρ k \rho_{k-1}\le\rho_k ρ k − 1 ≤ ρ k , we obtain
∥ x k − x 0 ∥ p = ∥ A k − 1 A k ( x k − 1 − x 0 ) + λ k A k ( y k − x 0 ) ∥ p ≤ A k − 1 A k ∥ x k − 1 − x 0 ∥ p + λ k A k ∥ y k − x 0 ∥ p ≤ α ( A k − 1 A k ρ k − 1 + λ k A k ρ k ) ≤ α A k − 1 + λ k A k ρ k = α ρ k . \begin{aligned}
\lVert x_k-x_0\rVert_p&=\left\lVert\frac{A_{k-1}}{A_k}(x_{k-1}-x_0)+\frac{\lambda_k}{A_k}(y_k-x_0)\right\rVert_p\\
&\le\frac{A_{k-1}}{A_k}\lVert x_{k-1}-x_0\rVert_p+\frac{\lambda_k}{A_k}\lVert y_k-x_0\rVert_p\\
&\le\alpha\left(\frac{A_{k-1}}{A_k}\rho_{k-1}+\frac{\lambda_k}{A_k}\rho_k\right)\le\alpha\frac{A_{k-1}+\lambda_k}{A_k}\rho_k=\alpha\rho_k.
\end{aligned} ∥ x k − x 0 ∥ p = A k A k − 1 ( x k − 1 − x 0 ) + A k λ k ( y k − x 0 ) p ≤ A k A k − 1 ∥ x k − 1 − x 0 ∥ p + A k λ k ∥ y k − x 0 ∥ p ≤ α ( A k A k − 1 ρ k − 1 + A k λ k ρ k ) ≤ α A k A k − 1 + λ k ρ k = α ρ k .
Combining these bounds with ρ k ≤ ρ ˉ \rho_k \le\bar{\rho} ρ k ≤ ρ ˉ yields x k , y k ∈ S p x_k,y_k \in S_p x k , y k ∈ S p . Moreover, since α > C θ > 1 \alpha> C_\theta> 1 α > C θ > 1 , the definition of ρ ˉ \bar{\rho} ρ ˉ in (25) gives
α ρ ˉ ≥ α C θ α 2 − C θ 2 ∥ x 0 − x ∗ ∥ p > ∥ x 0 − x ∗ ∥ p , \alpha\bar{\rho} \ge\frac{\alpha C_\theta}{\sqrt{\alpha^2-C_\theta^2}}\lVert x_0-x_\ast\rVert_p > \lVert x_0-x_\ast\rVert_p, α ρ ˉ ≥ α 2 − C θ 2 α C θ ∥ x 0 − x ∗ ∥ p > ∥ x 0 − x ∗ ∥ p ,
which also implies x ∗ ∈ S p x_\ast\in S_p x ∗ ∈ S p . This completes the proof.
(i) Without calibration of γ 1 \gamma_1 γ 1 . Since ∇ f ( x ∗ ) = 0 \nabla f(x_\ast)=0 ∇ f ( x ∗ ) = 0 , (10) gives ∥ g 0 ∥ q ≤ ( L p + H p Δ ( x 0 ) ν ) ∥ x 0 − x ∗ ∥ p \lVert g_0\rVert_q \le(L_p+H_p\Delta(x_0)^\nu)\lVert x_0-x_\ast\rVert_p ∥ g 0 ∥ q ≤ ( L p + H p Δ ( x 0 ) ν ) ∥ x 0 − x ∗ ∥ p . Hence, the definition of ρ ˉ \bar{\rho} ρ ˉ yields
ρ ˉ ≤ max { L p + H p Δ ( x 0 ) ν α γ 1 , C θ α 2 − C θ 2 } ∥ x 0 − x ∗ ∥ p . \bar{\rho}\le\max\left\{\frac{L_p+H_p\Delta(x_0)^\nu}{\alpha\gamma_1},\frac{C_\theta}{\sqrt{\alpha^2-C_\theta^2}}\right\}\lVert x_0-x_\ast\rVert_p. ρ ˉ ≤ max { α γ 1 L p + H p Δ ( x 0 ) ν , α 2 − C θ 2 C θ } ∥ x 0 − x ∗ ∥ p .
(ii) With calibration of γ 1 \gamma_1 γ 1 . Since f ( x 1 ) ≥ f ∗ f(x_1)\ge f_\ast f ( x 1 ) ≥ f ∗ , the sufficient-decrease condition and convexity imply
∥ g 0 ∥ q 2 2 γ 1 ≤ Δ ( x 0 ) ≤ ⟨ g 0 , x 0 − x ∗ ⟩ ≤ ∥ g 0 ∥ q ∥ x 0 − x ∗ ∥ p . \frac{\lVert g_0\rVert_q^2}{2\gamma_1}\le\Delta(x_0)\le\langle g_0,x_0-x_\ast\rangle\le\lVert g_0\rVert_q\lVert x_0-x_\ast\rVert_p. 2 γ 1 ∥ g 0 ∥ q 2 ≤ Δ ( x 0 ) ≤ ⟨ g 0 , x 0 − x ∗ ⟩ ≤ ∥ g 0 ∥ q ∥ x 0 − x ∗ ∥ p .
Consequently, ∥ g 0 ∥ q / ( α γ 1 ) ≤ ( 2 / α ) ∥ x 0 − x ∗ ∥ p \lVert g_0\rVert_q/(\alpha\gamma_1)\le(2/\alpha)\lVert x_0-x_\ast\rVert_p ∥ g 0 ∥ q / ( α γ 1 ) ≤ ( 2/ α ) ∥ x 0 − x ∗ ∥ p . Hence, the definition of ρ ˉ \bar{\rho} ρ ˉ yields
ρ ˉ ≤ max { 2 α , C θ α 2 − C θ 2 } ∥ x 0 − x ∗ ∥ p . \bar{\rho}\le\max\left\{\frac{2}{\alpha},\frac{C_\theta}{\sqrt{\alpha^2-C_\theta^2}}\right\}\lVert x_0-x_\ast\rVert_p. ρ ˉ ≤ max { α 2 , α 2 − C θ 2 C θ } ∥ x 0 − x ∗ ∥ p .
Therefore, calibrating γ 1 \gamma_1 γ 1 eliminates the explicit dependence on L p L_p L p and H p H_p H p in the upper bound for ρ ˉ \bar{\rho} ρ ˉ , leading to improved dependence on these constants in the convergence rate.
Using Assumption 1(b) and the compactness and convexity of S p S_p S p , there exist constants L p ( S p ) , H p ( S p ) ≥ 0 L_p(S_p),H_p(S_p)\ge0 L p ( S p ) , H p ( S p ) ≥ 0 , denoted simply by L p , H p L_p,H_p L p , H p , such that
∥ ∇ f ( y ) − ∇ f ( x ) ∥ q 2 ≤ 2 ( L p + H p max { Δ ( x ) , Δ ( y ) } ν ) D f ( x , y ) ∀ x , y ∈ S p . (33) \lVert\nabla f(y)-\nabla f(x)\rVert_q^2\le2\left(L_p+H_p\max\{\Delta(x),\Delta(y)\}^{\nu}\right)D_f(x,y)\quad\forall x,y\in S_p. \tag*{(33)} ∥ ∇ f ( y ) − ∇ f ( x ) ∥ q 2 ≤ 2 ( L p + H p max { Δ ( x ) , Δ ( y ) } ν ) D f ( x , y ) ∀ x , y ∈ S p . (33)
For each k ≥ 2 k\ge2 k ≥ 2 , define the auxiliary curvature estimate by
ℓ k : = { h k ∥ g k − g k − 1 ∥ q 2 2 D f ( x k − 1 , x k ) , D f ( x k − 1 , x k ) > 0 , 0 , D f ( x k − 1 , x k ) = 0 , h k : = λ k 2 2 A k − 1 . (34) \ell_k:=\begin{cases}
h_k\frac{\lVert g_k-g_{k-1}\rVert_q^2}{2D_f(x_{k-1},x_k)}, & D_f(x_{k-1},x_k)>0,\\
0, & D_f(x_{k-1},x_k)=0,
\end{cases}
\qquad h_k:=\frac{\lambda_k^2}{2A_{k-1}}. \tag*{(34)} ℓ k := { h k 2 D f ( x k − 1 , x k ) ∥ g k − g k − 1 ∥ q 2 , 0 , D f ( x k − 1 , x k ) > 0 , D f ( x k − 1 , x k ) = 0 , h k := 2 A k − 1 λ k 2 . (34)
For each k ≥ 1 k\ge1 k ≥ 1 , define the local curvature bound
M k : = L p + H p max { Δ ( x k − 1 ) , Δ ( x k ) } ν . (35) M_k:=L_p+H_p\max\{\Delta(x_{k-1}),\Delta(x_k)\}^{\nu}. \tag*{(35)} M k := L p + H p max { Δ ( x k − 1 ) , Δ ( x k ) } ν . (35)
Since x k − 1 , x k ∈ S p x_{k-1},x_k\in S_p x k − 1 , x k ∈ S p , applying (33) yields ∥ g k − g k − 1 ∥ q 2 ≤ 2 M k D f ( x k − 1 , x k ) \lVert g_k-g_{k-1}\rVert_q^2\le2M_kD_f(x_{k-1},x_k) ∥ g k − g k − 1 ∥ q 2 ≤ 2 M k D f ( x k − 1 , x k ) . Consequently,
ℓ k ≤ h k M k ∀ k ≥ 2. (36) \ell_k\le h_kM_k\qquad\forall k\ge2. \tag*{(36)} ℓ k ≤ h k M k ∀ k ≥ 2. (36)
Our convergence analysis relies on comparisons with reference potentials. Specifically, we define the reference regularization scales { η k } \{\eta_k\} { η k } and the reference potentials { Q k } \{Q_k\} { Q k } by
η k + 1 : = ∥ [ γ k , r α ℓ k ] ∥ r q , Q k : = χ k + 1 η k + 1 V q ( − s k ) ∀ k ≥ 2. (37) \eta_{k+1}:=\lVert[\gamma_k,r_\alpha\ell_k]\rVert_{r_q},\qquad Q_k:=\chi_k+\frac{1}{\eta_{k+1}}V_q(-s_k)\qquad\forall k\ge2. \tag*{(37)} η k + 1 := ∥[ γ k , r α ℓ k ] ∥ r q , Q k := χ k + η k + 1 1 V q ( − s k ) ∀ k ≥ 2. (37)
where r a > 8 r_a > 8 r a > 8 is fixed and r q r_q r q is defined in (6) . For notational convenience, we also define the auxiliary sequences denoting displacements from x 0 x_0 x 0 :
z k : = 1 γ k J q ( − s ~ k ) , z ~ k : = 1 γ k J q ( − s k − 1 ) ∀ k ≥ 1. (38) z_k := \frac{1}{\gamma_k}J_q(-\widetilde{s}_k), \qquad\widetilde{z}_k := \frac{1}{\gamma_k}J_q(-s_{k-1}) \qquad\forall k \ge1. \tag*{(38)} z k := γ k 1 J q ( − s k ) , z k := γ k 1 J q ( − s k − 1 ) ∀ k ≥ 1. (38)
Lemma 2. Suppose that Assumption 1 holds. Let { ( x k , s k , s ~ k , ρ k , γ k ) } \{(x_k,s_k,\widetilde{s}_k,\rho_k,\gamma_k)\} {( x k , s k , s k , ρ k , γ k )} be generated by Algorithm 1, let { P k } \{P_k\} { P k } be defined in (24) , let { η k } \{\eta_k\} { η k } and { Q k } \{Q_k\} { Q k } be defined in (37) , and let { ( z k , z ~ k ) } \{(z_k,\widetilde{z}_k)\} {( z k , z k )} be defined in (38) . Then, for any k ≥ 2 k \ge2 k ≥ 2 ,
Q k − P k − 1 = − 1 γ k V q ( − s ~ k ) + ⟨ z k , s k − s ~ k ⟩ + 1 η k + 1 V q ( − s k ) − A k − 1 D f ( x k − 1 , x k ) − γ k D p − s k − 1 / γ k ( z k , z ~ k ) . (39) Q_k-P_{k-1}=-\frac{1}{\gamma_k}V_q(-\widetilde{s}_k)+\langle z_k,s_k-\widetilde{s}_k\rangle+\frac{1}{\eta_{k+1}}V_q(-s_k)-A_{k-1}D_f(x_{k-1},x_k)-\gamma_kD_p^{-s_{k-1}/\gamma_k}(z_k,\widetilde{z}_k). \tag*{(39)} Q k − P k − 1 = − γ k 1 V q ( − s k ) + ⟨ z k , s k − s k ⟩ + η k + 1 1 V q ( − s k ) − A k − 1 D f ( x k − 1 , x k ) − γ k D p − s k − 1 / γ k ( z k , z k ) . (39)
Proof. Fix any k ≥ 2 k \ge2 k ≥ 2 . By (18) , (17) , and (38) , one has that A k − 1 ( x k − x k − 1 ) = λ k ( y k − x k ) A_{k-1}(x_k-x_{k-1})=\lambda_k(y_k-x_k) A k − 1 ( x k − x k − 1 ) = λ k ( y k − x k ) and z k = y k − x 0 z_k=y_k-x_0 z k = y k − x 0 . Using these and the updates of A k A_k A k , c k c_k c k , and χ k \chi_k χ k in (20) and (17) , we have
χ k − χ k − 1 = A k f k − A k − 1 f k − 1 − λ k ( f k + ⟨ g k , x 0 − x k ⟩ ) = A k − 1 ( f k − f k − 1 ) + λ k ⟨ g k , x k − x 0 ⟩ = A k − 1 ⟨ g k , x k − x k − 1 ⟩ + λ k ⟨ g k , x k − x 0 ⟩ − A k − 1 D f ( x k − 1 , x k ) = λ k ⟨ g k , y k − x 0 ⟩ − A k − 1 D f ( x k − 1 , x k ) = λ k ⟨ g k , z k ⟩ − A k − 1 D f ( x k − 1 , x k ) , \begin{aligned}
\chi_k-\chi_{k-1}
&=A_kf_k-A_{k-1}f_{k-1}-\lambda_k(f_k+\langle g_k,x_0-x_k\rangle) \\
&=A_{k-1}(f_k-f_{k-1})+\lambda_k\langle g_k,x_k-x_0\rangle\\
&=A_{k-1}\langle g_k,x_k-x_{k-1}\rangle+\lambda_k\langle g_k,x_k-x_0\rangle-A_{k-1}D_f(x_{k-1},x_k) \\
&=\lambda_k\langle g_k,y_k-x_0\rangle-A_{k-1}D_f(x_{k-1},x_k) \\
&=\lambda_k\langle g_k,z_k\rangle-A_{k-1}D_f(x_{k-1},x_k),
\end{aligned} χ k − χ k − 1 = A k f k − A k − 1 f k − 1 − λ k ( f k + ⟨ g k , x 0 − x k ⟩) = A k − 1 ( f k − f k − 1 ) + λ k ⟨ g k , x k − x 0 ⟩ = A k − 1 ⟨ g k , x k − x k − 1 ⟩ + λ k ⟨ g k , x k − x 0 ⟩ − A k − 1 D f ( x k − 1 , x k ) = λ k ⟨ g k , y k − x 0 ⟩ − A k − 1 D f ( x k − 1 , x k ) = λ k ⟨ g k , z k ⟩ − A k − 1 D f ( x k − 1 , x k ) ,
where the third equality is due to the definition of D f D_f D f . By this and the definition of P k − 1 P_{k-1} P k − 1 in (24) , one has
χ k − P k − 1 = λ k ⟨ ∇ f ( x k ) , z k ⟩ − A k − 1 D f ( x k − 1 , x k ) − 1 γ k V q ( − s k − 1 ) . (40) \chi_k-P_{k-1}=\lambda_k\langle\nabla f(x_k),z_k\rangle-A_{k-1}D_f(x_{k-1},x_k)-\frac{1}{\gamma_k}V_q(-s_{k-1}). \tag*{(40)} χ k − P k − 1 = λ k ⟨ ∇ f ( x k ) , z k ⟩ − A k − 1 D f ( x k − 1 , x k ) − γ k 1 V q ( − s k − 1 ) . (40)
Since V q = d p ∗ V_q=d_p^* V q = d p ∗ , it follows from (4) , (38) , and conjugacy that − s ~ k / γ k ∈ ∂ d p ( z k ) -\widetilde{s}_k/\gamma_k\in\partial d_p(z_k) − s k / γ k ∈ ∂ d p ( z k ) and − s k − 1 / γ k ∈ ∂ d p ( z ~ k ) -s_{k-1}/\gamma_k\in\partial d_p(\widetilde{z}_k) − s k − 1 / γ k ∈ ∂ d p ( z k ) . By Fenchel–Young equality in (2) , one has
γ k d p ( z k ) = − ⟨ s ~ k , z k ⟩ − 1 γ k V q ( − s ~ k ) , γ k d p ( z ~ k ) = − ⟨ s k − 1 , z ~ k ⟩ − 1 γ k V q ( − s k − 1 ) . (41) \gamma_kd_p(z_k)=-\langle\widetilde{s}_k,z_k\rangle-\frac{1}{\gamma_k}V_q(-\widetilde{s}_k), \qquad\gamma_kd_p(\widetilde{z}_k)=-\langle s_{k-1},\widetilde{z}_k\rangle-\frac{1}{\gamma_k}V_q(-s_{k-1}). \tag*{(41)} γ k d p ( z k ) = − ⟨ s k , z k ⟩ − γ k 1 V q ( − s k ) , γ k d p ( z k ) = − ⟨ s k − 1 , z k ⟩ − γ k 1 V q ( − s k − 1 ) . (41)
Consequently,
γ k D p − s k − 1 / γ k ( z k , z ~ k ) = γ k d p ( z k ) − γ k d p ( z ~ k ) + ⟨ s k − 1 , z k − z ~ k ⟩ = xref‘(41)‘ − ⟨ s ~ k , z k ⟩ − 1 γ k V q ( − s ~ k ) + ⟨ s k − 1 , z ~ k ⟩ + 1 γ k V q ( − s k − 1 ) + ⟨ s k − 1 , z k − z ~ k ⟩ = 1 γ k ( V q ( − s k − 1 ) − V q ( − s ~ k ) ) − ⟨ s ~ k − s k − 1 , z k ⟩ = 1 γ k ( V q ( − s k − 1 ) − V q ( − s ~ k ) ) − λ k ⟨ g k − 1 , z k ⟩ , \begin{aligned}
\gamma_kD_p^{-s_{k-1}/\gamma_k}(z_k,\widetilde{z}_k)
&=\gamma_kd_p(z_k)-\gamma_kd_p(\widetilde{z}_k)+\langle s_{k-1},z_k-\widetilde{z}_k\rangle\\
&\overset{\text{\tiny{xref}`(41)`}}{=}-\langle\widetilde{s}_k,z_k\rangle-\frac{1}{\gamma_k}V_q(-\widetilde{s}_k)+\langle s_{k-1},\widetilde{z}_k\rangle+\frac{1}{\gamma_k}V_q(-s_{k-1})+\langle s_{k-1},z_k-\widetilde{z}_k\rangle\\
&=\frac{1}{\gamma_k}\left(V_q(-s_{k-1})-V_q(-\widetilde{s}_k)\right)-\langle\widetilde{s}_k-s_{k-1},z_k\rangle\\
&=\frac{1}{\gamma_k}\left(V_q(-s_{k-1})-V_q(-\widetilde{s}_k)\right)-\lambda_k\langle g_{k-1},z_k\rangle,
\end{aligned} γ k D p − s k − 1 / γ k ( z k , z k ) = γ k d p ( z k ) − γ k d p ( z k ) + ⟨ s k − 1 , z k − z k ⟩ = xref ‘(41)‘ − ⟨ s k , z k ⟩ − γ k 1 V q ( − s k ) + ⟨ s k − 1 , z k ⟩ + γ k 1 V q ( − s k − 1 ) + ⟨ s k − 1 , z k − z k ⟩ = γ k 1 ( V q ( − s k − 1 ) − V q ( − s k ) ) − ⟨ s k − s k − 1 , z k ⟩ = γ k 1 ( V q ( − s k − 1 ) − V q ( − s k ) ) − λ k ⟨ g k − 1 , z k ⟩ ,
where the last equality follows from s ~ k − s k − 1 = λ k g k − 1 \widetilde{s}_k-s_{k-1}=\lambda_kg_{k-1} s k − s k − 1 = λ k g k − 1 . Substituting this into (40) and using s k − s ~ k = λ k ( g k − g k − 1 ) s_k-\widetilde{s}_k=\lambda_k(g_k-g_{k-1}) s k − s k = λ k ( g k − g k − 1 ) , we obtain
χ k − P k − 1 = − 1 γ k V q ( − s ~ k ) + λ k ⟨ g k − g k − 1 , z k ⟩ − A k − 1 D f ( x k − 1 , x k ) − γ k D p − s k − 1 / γ k ( z k , z ~ k ) = − 1 γ k V q ( − s ~ k ) + ⟨ z k , s k − s ~ k ⟩ − A k − 1 D f ( x k − 1 , x k ) − γ k D p − s k − 1 / γ k ( z k , z ~ k ) . \begin{aligned}
\chi_k-P_{k-1}
&=-\frac{1}{\gamma_k}V_q(-\widetilde{s}_k)+\lambda_k\langle g_k-g_{k-1},z_k\rangle-A_{k-1}D_f(x_{k-1},x_k)-\gamma_kD_p^{-s_{k-1}/\gamma_k}(z_k,\widetilde{z}_k) \\
&=-\frac{1}{\gamma_k}V_q(-\widetilde{s}_k)+\langle z_k,s_k-\widetilde{s}_k\rangle-A_{k-1}D_f(x_{k-1},x_k)-\gamma_kD_p^{-s_{k-1}/\gamma_k}(z_k,\widetilde{z}_k).
\end{aligned} χ k − P k − 1 = − γ k 1 V q ( − s k ) + λ k ⟨ g k − g k − 1 , z k ⟩ − A k − 1 D f ( x k − 1 , x k ) − γ k D p − s k − 1 / γ k ( z k , z k ) = − γ k 1 V q ( − s k ) + ⟨ z k , s k − s k ⟩ − A k − 1 D f ( x k − 1 , x k ) − γ k D p − s k − 1 / γ k ( z k , z k ) .
Combining this with the definition of Q k Q_k Q k in (37) completes the proof.
We define the threshold
a q : = 1 2 − 2 2 / r q r a > 0 , (42) a_q := \frac{1}{2}-\frac{2^{2/r_q}}{r_a}>0, \tag*{(42)} a q := 2 1 − r a 2 2/ r q > 0 , (42)
where r q r_q r q is defined in (6) . We partition the iteration indices k ≥ 2 k \ge2 k ≥ 2 as follows:
A : = { k ≥ 2 : ℓ k ≤ a q γ k } , B : = { k ≥ 2 : ℓ k > a q γ k } . (43) \mathcal{A}:=\{k\ge2:\ell_k\le a_q\gamma_k\},\qquad\mathcal{B}:=\{k\ge2:\ell_k>a_q\gamma_k\}. \tag*{(43)} A := { k ≥ 2 : ℓ k ≤ a q γ k } , B := { k ≥ 2 : ℓ k > a q γ k } . (43)
This partition is based on a comparison between the regularization parameters { γ k } \{\gamma_k\} { γ k } used by Algorithm 1 and the local curvature estimates { ℓ k } \{\ell_k\} { ℓ k } .
The next lemma shows that, for k ∈ A k\in\mathcal{A} k ∈ A , the next regularization parameter satisfies γ k + 1 ≤ η k + 1 \gamma_{k+1}\le\eta_{k+1} γ k + 1 ≤ η k + 1 , which indicates that Algorithm 1 takes a larger step than the reference step.
Lemma 3. Suppose that Assumption 1 holds. Let { ( ρ k , γ k ) } \{(\rho_k,\gamma_k)\} {( ρ k , γ k )} be generated by Algorithm 1, and let { P k } \{P_k\} { P k } , { η k } \{\eta_k\} { η k } , { Q k } \{Q_k\} { Q k } , and A \mathcal{A} A be defined in (24) , (37) , and (43) , respectively. Then, we have Q k ≤ P k − 1 ≤ ρ k 2 η k + 1 Q_k\le P_{k-1}\le\rho_k^2\eta_{k+1} Q k ≤ P k − 1 ≤ ρ k 2 η k + 1 and γ k + 1 ≤ η k + 1 \gamma_{k+1}\le\eta_{k+1} γ k + 1 ≤ η k + 1 for all k ∈ A k\in\mathcal{A} k ∈ A .
Proof. Fix any k ∈ A k\in\mathcal{A} k ∈ A . If ℓ k = 0 \ell_k=0 ℓ k = 0 , it follows from (34) and the cocoercivity of f f f that g k = g k − 1 g_k=g_{k-1} g k = g k − 1 . Then, one has s k = s ~ k s_k=\tilde{s}_k s k = s ~ k and η k + 1 = γ k \eta_{k+1}=\gamma_k η k + 1 = γ k . Using these and (39) , we obtain that
Q k − P k − 1 = 1 η k + 1 V q ( − s k ) − 1 γ k V q ( − s ~ k ) + ⟨ z k , s k − s ~ k ⟩ − A k − 1 D f ( x k − 1 , x k ) − γ k D d p − s k − 1 / γ k ( z k , z ~ k ) = − A k − 1 D f ( x k − 1 , x k ) − γ k D d p − s k − 1 / γ k ( z k , z ~ k ) ≤ 0. \begin{aligned}
Q_k-P_{k-1}
&=\frac{1}{\eta_{k+1}}V_q(-s_k)-\frac{1}{\gamma_k}V_q(-\tilde{s}_k)+\langle z_k,s_k-\tilde{s}_k\rangle-A_{k-1}D_f(x_{k-1},x_k)-\gamma_kD_{d_p}^{-s_{k-1}/\gamma_k}(z_k,\tilde{z}_k)\\
&=-A_{k-1}D_f(x_{k-1},x_k)-\gamma_kD_{d_p}^{-s_{k-1}/\gamma_k}(z_k,\tilde{z}_k)\le0.
\end{aligned} Q k − P k − 1 = η k + 1 1 V q ( − s k ) − γ k 1 V q ( − s ~ k ) + ⟨ z k , s k − s ~ k ⟩ − A k − 1 D f ( x k − 1 , x k ) − γ k D d p − s k − 1 / γ k ( z k , z ~ k ) = − A k − 1 D f ( x k − 1 , x k ) − γ k D d p − s k − 1 / γ k ( z k , z ~ k ) ≤ 0.
This together with η k + 1 = γ k \eta_{k+1}=\gamma_k η k + 1 = γ k proves the conclusion.
Now suppose ℓ k > 0 \ell_k>0 ℓ k > 0 . We next prove Q k ≤ P k − 1 Q_k\le P_{k-1} Q k ≤ P k − 1 by considering two separate cases.
(i) q = 2 q=2 q = 2 . By (38) and (6) , one has that z k = − s ~ k / γ k z_k=-\tilde{s}_k/\gamma_k z k = − s ~ k / γ k and r q = ∞ r_q=\infty r q = ∞ . It then follows from (37) that η k + 1 = max { γ k , r a ℓ k } ≥ γ k \eta_{k+1}=\max\{\gamma_k,r_a\ell_k\}\ge\gamma_k η k + 1 = max { γ k , r a ℓ k } ≥ γ k . Then, the Euclidean identity (7) gives
1 η k + 1 V 2 ( − s k ) − 1 γ k V 2 ( − s ~ k ) + ⟨ z k , s k − s ~ k ⟩ = ∥ s k ∥ 2 2 2 η k + 1 − ∥ s ~ k ∥ 2 2 2 γ k − ⟨ s ~ k , s k − s ~ k ⟩ γ k = ∥ s k − s ~ k ∥ 2 2 2 γ k − 1 2 ( 1 γ k − 1 η k + 1 ) ∥ s k ∥ 2 2 ≤ ∥ s k − s ~ k ∥ 2 2 2 γ k , \begin{aligned}
\frac{1}{\eta_{k+1}}V_2(-s_k)-\frac{1}{\gamma_k}V_2(-\tilde{s}_k)+\langle z_k,s_k-\tilde{s}_k\rangle
&=\frac{\|s_k\|_2^2}{2\eta_{k+1}}-\frac{\|\tilde{s}_k\|_2^2}{2\gamma_k}-\frac{\langle\tilde{s}_k,s_k-\tilde{s}_k\rangle}{\gamma_k}\\
&=\frac{\|s_k-\tilde{s}_k\|_2^2}{2\gamma_k}-\frac{1}{2}\left(\frac{1}{\gamma_k}-\frac{1}{\eta_{k+1}}\right)\|s_k\|_2^2\\
&\le\frac{\|s_k-\tilde{s}_k\|_2^2}{2\gamma_k},
\end{aligned} η k + 1 1 V 2 ( − s k ) − γ k 1 V 2 ( − s ~ k ) + ⟨ z k , s k − s ~ k ⟩ = 2 η k + 1 ∥ s k ∥ 2 2 − 2 γ k ∥ s ~ k ∥ 2 2 − γ k ⟨ s ~ k , s k − s ~ k ⟩ = 2 γ k ∥ s k − s ~ k ∥ 2 2 − 2 1 ( γ k 1 − η k + 1 1 ) ∥ s k ∥ 2 2 ≤ 2 γ k ∥ s k − s ~ k ∥ 2 2 ,
where the last inequality is due to η k + 1 ≥ γ k \eta_{k+1}\ge\gamma_k η k + 1 ≥ γ k . The definition of ℓ k \ell_k ℓ k in (34) , together with s k − s ~ k = λ k ( g k − g k − 1 ) s_k-\tilde{s}_k=\lambda_k(g_k-g_{k-1}) s k − s ~ k = λ k ( g k − g k − 1 ) (see (18) and (20) ), yields
A k − 1 D f ( x k − 1 , x k ) = ∥ s k − s ~ k ∥ 2 2 4 ℓ k . A_{k-1}D_f(x_{k-1},x_k)=\frac{\|s_k-\tilde{s}_k\|_2^2}{4\ell_k}. A k − 1 D f ( x k − 1 , x k ) = 4 ℓ k ∥ s k − s ~ k ∥ 2 2 .
Substituting the above two relations into the potential identity (39) gives
Q k − P k − 1 ≤ ( 1 2 γ k − 1 4 ℓ k ) ∥ s k − s ~ k ∥ 2 2 − γ k D d 2 ( z k , z ~ k ) ≤ − γ k D d 2 ( z k , z ~ k ) ≤ 0 , Q_k-P_{k-1}\le\left(\frac{1}{2\gamma_k}-\frac{1}{4\ell_k}\right)\|s_k-\tilde{s}_k\|_2^2-\gamma_kD_{d_2}(z_k,\tilde{z}_k)\le-\gamma_kD_{d_2}(z_k,\tilde{z}_k)\le0, Q k − P k − 1 ≤ ( 2 γ k 1 − 4 ℓ k 1 ) ∥ s k − s ~ k ∥ 2 2 − γ k D d 2 ( z k , z ~ k ) ≤ − γ k D d 2 ( z k , z ~ k ) ≤ 0 ,
where the second inequality follows from k ∈ A k\in\mathcal{A} k ∈ A and ℓ k ≤ a 2 γ k ≤ γ k / 2 \ell_k\le a_2\gamma_k\le\gamma_k/2 ℓ k ≤ a 2 γ k ≤ γ k /2 , and the last inequality follows from the convexity of d 2 d_2 d 2 .
(ii) q ∈ [ 1 , 2 ) q\in[1,2) q ∈ [ 1 , 2 ) . Since ℓ k > 0 \ell_k>0 ℓ k > 0 , the definition of η k + 1 \eta_{k+1} η k + 1 in (37) gives η k + 1 > γ k \eta_{k+1}>\gamma_k η k + 1 > γ k and ( η k + 1 r q − γ k r q ) 1 / r q = r a ℓ k (\eta_{k+1}^{r_q}-\gamma_k^{r_q})^{1/r_q}=r_a\ell_k ( η k + 1 r q − γ k r q ) 1/ r q = r a ℓ k . Applying (8) with u = − s ~ k u=-\tilde{s}_k u = − s ~ k , v = s ~ k − s k v=\tilde{s}_k-s_k v = s ~ k − s k , and c = γ k / η k + 1 ∈ ( 0 , 1 ) c=\gamma_k/\eta_{k+1}\in(0,1) c = γ k / η k + 1 ∈ ( 0 , 1 ) , and using z k = J q ( − s ~ k ) / γ k z_k=J_q(-\tilde{s}_k)/\gamma_k z k = J q ( − s ~ k ) / γ k , we obtain
1 η k + 1 V q ( − s k ) − 1 γ k V q ( − s ~ k ) + ⟨ z k , s k − s ~ k ⟩ = 1 γ k ( γ k η k + 1 V q ( − s k ) − V q ( − s ~ k ) + ⟨ J q ( − s ~ k ) , s k − s ~ k ⟩ ) ≤ 1 γ k ( 1 + 2 2 / r q γ k ( η k + 1 r q − γ k r q ) 1 / r q ) V q ( s k − s ~ k ) = ( 1 2 γ k + 2 2 / r q 2 r a ℓ k ) ∥ s k − s ~ k ∥ q 2 . (44) \begin{aligned}
\frac{1}{\eta_{k+1}}V_q(-s_k)-\frac{1}{\gamma_k}V_q(-\tilde{s}_k)+\langle z_k,s_k-\tilde{s}_k\rangle
=\frac{1}{\gamma_k}\left(\frac{\gamma_k}{\eta_{k+1}}V_q(-s_k)-V_q(-\tilde{s}_k)+\langle J_q(-\tilde{s}_k),s_k-\tilde{s}_k\rangle\right) \\
&\le\frac{1}{\gamma_k}\left(1+\frac{2^{2/r_q}\gamma_k}{\left(\eta_{k+1}^{r_q}-\gamma_k^{r_q}\right)^{1/r_q}}\right)V_q(s_k-\widetilde{s}_k)=\left(\frac{1}{2\gamma_k}+\frac{2^{2/r_q}}{2r_a\ell_k}\right)\lVert s_k-\widetilde{s}_k\rVert_q^2. \tag*{(44)}
\end{aligned} η k + 1 1 V q ( − s k ) − γ k 1 V q ( − s ~ k ) + ⟨ z k , s k − s ~ k ⟩ = γ k 1 ( η k + 1 γ k V q ( − s k ) − V q ( − s ~ k ) + ⟨ J q ( − s ~ k ) , s k − s ~ k ⟩ ) ≤ γ k 1 ( 1 + ( η k + 1 r q − γ k r q ) 1/ r q 2 2/ r q γ k ) V q ( s k − s k ) = ( 2 γ k 1 + 2 r a ℓ k 2 2/ r q ) ∥ s k − s k ∥ q 2 . (44)
The definition of ℓ k \ell_k ℓ k in (34) , together with s k − s ~ k = λ k ( g k − g k − 1 ) s_k-\widetilde{s}_k=\lambda_k(g_k-g_{k-1}) s k − s k = λ k ( g k − g k − 1 ) , yields
A k − 1 D f ( x k − 1 , x k ) = ∥ s k − s ~ k ∥ q 2 4 ℓ k . (45) A_{k-1}D_f(x_{k-1},x_k)=\frac{\lVert s_k-\widetilde{s}_k\rVert_q^2}{4\ell_k}. \tag*{(45)} A k − 1 D f ( x k − 1 , x k ) = 4 ℓ k ∥ s k − s k ∥ q 2 . (45)
Substituting (44) and (45) into the potential identity (39) gives
Q k − P k − 1 ≤ ( 1 2 γ k + 2 2 / r q 2 r a ℓ k − 1 4 ℓ k ) ∥ s k − s ~ k ∥ q 2 − γ k D d p − s k − 1 / γ k ( z k , z ~ k ) = 1 2 ( 1 γ k − a q ℓ k ) ∥ s k − s ~ k ∥ q 2 − γ k D d p − s k − 1 / γ k ( z k , z ~ k ) ≤ − γ k D d p − s k − 1 / γ k ( z k , z ~ k ) ≤ 0 , \begin{aligned}
Q_k-P_{k-1}
&\le\left(\frac{1}{2\gamma_k}+\frac{2^{2/r_q}}{2r_a\ell_k}-\frac{1}{4\ell_k}\right)\lVert s_k-\widetilde{s}_k\rVert_q^2-\gamma_kD_{d_p}^{-s_{k-1}/\gamma_k}(z_k,\widetilde{z}_k)\\
&=\frac{1}{2}\left(\frac{1}{\gamma_k}-\frac{a_q}{\ell_k}\right)\lVert s_k-\widetilde{s}_k\rVert_q^2-\gamma_kD_{d_p}^{-s_{k-1}/\gamma_k}(z_k,\widetilde{z}_k)\\
&\le-\gamma_kD_{d_p}^{-s_{k-1}/\gamma_k}(z_k,\widetilde{z}_k)\le0,
\end{aligned} Q k − P k − 1 ≤ ( 2 γ k 1 + 2 r a ℓ k 2 2/ r q − 4 ℓ k 1 ) ∥ s k − s k ∥ q 2 − γ k D d p − s k − 1 / γ k ( z k , z k ) = 2 1 ( γ k 1 − ℓ k a q ) ∥ s k − s k ∥ q 2 − γ k D d p − s k − 1 / γ k ( z k , z k ) ≤ − γ k D d p − s k − 1 / γ k ( z k , z k ) ≤ 0 ,
where the equality uses (42) , the second inequality is due to k ∈ A k\in\mathcal{A} k ∈ A and ℓ k ≤ a q γ k \ell_k\le a_q\gamma_k ℓ k ≤ a q γ k , and the last inequality follows from the convexity of d p d_p d p .
Further, by the definition of η k + 1 \eta_{k+1} η k + 1 in (37) , one has η k + 1 ≥ γ k \eta_{k+1}\ge\gamma_k η k + 1 ≥ γ k . Then, using (26) and the definition of Q k Q_k Q k in (37) , we have
χ k + ∥ s k ∥ q 2 2 η k + 1 = Q k ≤ P k − 1 ≤ ρ k 2 γ k ≤ ρ k 2 η k + 1 ⟹ η k + 1 ≥ χ k + χ k 2 + 2 ρ k 2 ∥ s k ∥ q 2 2 ρ k 2 . \chi_k+\frac{\lVert s_k\rVert_q^2}{2\eta_{k+1}}=Q_k\le P_{k-1}\le\rho_k^2\gamma_k\le\rho_k^2\eta_{k+1}
\quad\Longrightarrow\quad
\eta_{k+1}\ge\frac{\chi_k+\sqrt{\chi_k^2+2\rho_k^2\lVert s_k\rVert_q^2}}{2\rho_k^2}. χ k + 2 η k + 1 ∥ s k ∥ q 2 = Q k ≤ P k − 1 ≤ ρ k 2 γ k ≤ ρ k 2 η k + 1 ⟹ η k + 1 ≥ 2 ρ k 2 χ k + χ k 2 + 2 ρ k 2 ∥ s k ∥ q 2 .
This along with (21) and η k + 1 ≥ γ k ≥ θ γ k \eta_{k+1}\ge\gamma_k\ge\theta\gamma_k η k + 1 ≥ γ k ≥ θ γ k implies η k + 1 ≥ γ k + 1 \eta_{k+1}\ge\gamma_{k+1} η k + 1 ≥ γ k + 1 , which completes the proof. □
The next lemma bounds γ k + 1 \gamma_{k+1} γ k + 1 by the scaled local curvature estimate, with a multiplicative constant independent of the iteration index.
Lemma 4. Suppose that Assumption 1 holds. Let { ( ρ k , γ k ) } \{(\rho_k,\gamma_k)\} {( ρ k , γ k )} be generated by Algorithm 1, let L p L_p L p and H p H_p H p satisfy (33) , and let a q a_q a q be defined in (42) , and recall that α > 2 ( 1 + e + e / θ ) \alpha>2(1+e+e/\theta) α > 2 ( 1 + e + e / θ ) , where θ ∈ ( 0 , 1 ) \theta\in(0,1) θ ∈ ( 0 , 1 ) is the scaling parameter specified in Algorithm 1. Define
Γ B : = ( 4 + 1 a q ) ( 1 + α ) 2 . (46) \Gamma_B:=\left(4+\frac{1}{a_q}\right)(1+\alpha)^2. \tag*{(46)} Γ B := ( 4 + a q 1 ) ( 1 + α ) 2 . (46) Then, γ k + 1 ≤ Γ B h k M k \gamma_{k+1}\le\Gamma_Bh_kM_k γ k + 1 ≤ Γ B h k M k for all k ∈ B k\in\mathcal{B} k ∈ B , where { h k } \{h_k\} { h k } and { M k } \{M_k\} { M k } are defined in (34) and (35) , respectively.
Proof. Fix any k ∈ B k\in\mathcal{B} k ∈ B . Recall from (36) that ℓ k ≤ h k M k \ell_k\le h_kM_k ℓ k ≤ h k M k . By this and the definition of B \mathcal{B} B , one has
γ k < ℓ k a q ≤ h k M k a q . (47) \gamma_k<\frac{\ell_k}{a_q}\le\frac{h_kM_k}{a_q}. \tag*{(47)} γ k < a q ℓ k ≤ a q h k M k . (47) Recall that the update of γ k + 1 \gamma_{k+1} γ k + 1 has the form
γ k + 1 = max { θ γ k , χ k + χ k 2 + 2 ( ρ k ∥ s k ∥ q ) 2 2 ρ k 2 } , \gamma_{k+1}=\max\left\{\theta\gamma_k,\frac{\chi_k+\sqrt{\chi_k^2+2(\rho_k\lVert s_k\rVert_q)^2}}{2\rho_k^2}\right\}, γ k + 1 = max { θ γ k , 2 ρ k 2 χ k + χ k 2 + 2 ( ρ k ∥ s k ∥ q ) 2 } , it remains to derive upper bounds on χ k \chi_k χ k and ∥ s k ∥ q \lVert s_k\rVert_q ∥ s k ∥ q to bound γ k + 1 \gamma_{k+1} γ k + 1 . By the updates of x k x_k x k , s ~ k \widetilde{s}_k s k , and s k s_k s k in (18) and (20) , the bounds ∥ y k − x 0 ∥ p , ∥ x k − x 0 ∥ p , ∥ x k − 1 − x 0 ∥ p ≤ α ρ k \lVert y_k-x_0\rVert_p,\lVert x_k-x_0\rVert_p,\lVert x_{k-1}-x_0\rVert_p\le\alpha\rho_k ∥ y k − x 0 ∥ p , ∥ x k − x 0 ∥ p , ∥ x k − 1 − x 0 ∥ p ≤ α ρ k from Theorem 1, and (10) , one has
∥ s k − s ~ k ∥ q = λ k ∥ g k − g k − 1 ∥ q ≤ λ k M k ∥ x k − x k − 1 ∥ p = λ k 2 M k A k ∥ y k − x k − 1 ∥ p ≤ 4 h k M k α ρ k . (48) \lVert s_k-\widetilde{s}_k\rVert_q=\lambda_k\lVert g_k-g_{k-1}\rVert_q\le\lambda_kM_k\lVert x_k-x_{k-1}\rVert_p=\frac{\lambda_k^2M_k}{A_k}\lVert y_k-x_{k-1}\rVert_p\le4h_kM_k\alpha\rho_k. \tag*{(48)} ∥ s k − s k ∥ q = λ k ∥ g k − g k − 1 ∥ q ≤ λ k M k ∥ x k − x k − 1 ∥ p = A k λ k 2 M k ∥ y k − x k − 1 ∥ p ≤ 4 h k M k α ρ k . (48)
In addition, using the definition of z k z_k z k in (38) and the updates of y k y_k y k , we have
∥ z k ∥ p = ∥ y k − x 0 ∥ p ≤ α ρ k , ∥ s ~ k ∥ q ≤ γ k ∥ z k ∥ p ≤ γ k α ρ k . (49) \lVert z_k\rVert_p=\lVert y_k-x_0\rVert_p\le\alpha\rho_k,\qquad\lVert\widetilde{s}_k\rVert_q\le\gamma_k\lVert z_k\rVert_p\le\gamma_k\alpha\rho_k. \tag*{(49)} ∥ z k ∥ p = ∥ y k − x 0 ∥ p ≤ α ρ k , ∥ s k ∥ q ≤ γ k ∥ z k ∥ p ≤ γ k α ρ k . (49)
Combining the identity (39) with the definition of Q k Q_k Q k in (37) , we obtain
χ k = P k − 1 − 1 γ k V q ( − s ~ k ) + ⟨ z k , s k − s ~ k ⟩ − A k − 1 D f ( x k − 1 , x k ) − γ k D p − s k − 1 / γ k ( z k , z ~ k ) ≤ ρ k 2 γ k + ⟨ z k , s k − s ~ k ⟩ ≤ ρ k 2 γ k + ∥ z k ∥ p ∥ s k − s ~ k ∥ q ≤ ρ k 2 h k M k a q + 4 h k M k α 2 ρ k 2 , \begin{aligned}
\chi_k=\mathcal{P}_{k-1}-\frac{1}{\gamma_k}V_q(-\widetilde{s}_k)+\langle z_k,s_k-\widetilde{s}_k\rangle-A_{k-1}D_f(x_{k-1},x_k)-\gamma_kD_p^{-s_{k-1}/\gamma_k}(z_k,\widetilde{z}_k) \\
&\le\rho_k^2\gamma_k+\langle z_k,s_k-\widetilde{s}_k\rangle\le\rho_k^2\gamma_k+\lVert z_k\rVert_p\lVert s_k-\widetilde{s}_k\rVert_q\le\frac{\rho_k^2h_kM_k}{a_q}+4h_kM_k\alpha^2\rho_k^2,
\end{aligned} χ k = P k − 1 − γ k 1 V q ( − s k ) + ⟨ z k , s k − s k ⟩ − A k − 1 D f ( x k − 1 , x k ) − γ k D p − s k − 1 / γ k ( z k , z k ) ≤ ρ k 2 γ k + ⟨ z k , s k − s k ⟩ ≤ ρ k 2 γ k + ∥ z k ∥ p ∥ s k − s k ∥ q ≤ a q ρ k 2 h k M k + 4 h k M k α 2 ρ k 2 ,
where the first inequality is due to (26) , ρ k − 1 ≤ ρ k \rho_{k-1}\le\rho_k ρ k − 1 ≤ ρ k , V q ( − s ~ k ) ≥ 0 V_q(-\widetilde{s}_k)\ge0 V q ( − s k ) ≥ 0 , and the convexity of f f f and d p d_p d p . Moreover, it follows from (47) , (48) , and (49) that
∥ s k ∥ q ≤ ∥ s ~ k ∥ q + ∥ s k − s ~ k ∥ q ≤ γ k α ρ k + 4 h k M k α ρ k ≤ h k M k α ρ k a q + 4 h k M k α ρ k . \lVert s_k\rVert_q\le\lVert\widetilde{s}_k\rVert_q+\lVert s_k-\widetilde{s}_k\rVert_q\le\gamma_k\alpha\rho_k+4h_kM_k\alpha\rho_k\le\frac{h_kM_k\alpha\rho_k}{a_q}+4h_kM_k\alpha\rho_k. ∥ s k ∥ q ≤ ∥ s k ∥ q + ∥ s k − s k ∥ q ≤ γ k α ρ k + 4 h k M k α ρ k ≤ a q h k M k α ρ k + 4 h k M k α ρ k .
Combining the upper bounds for χ k \chi_k χ k and ∥ s k ∥ q \lVert s_k\rVert_q ∥ s k ∥ q , we obtain
χ k + χ k 2 + 2 ( ρ k ∥ s k ∥ q ) 2 2 ρ k 2 ≤ χ k + ∣ χ k ∣ 2 ρ k 2 + ∥ s k ∥ q 2 ρ k ≤ ( a q − 1 + 4 α 2 + α 2 ( a q − 1 + 4 ) ) h k M k ≤ Γ B h k M k , \begin{aligned}
\frac{\chi_k+\sqrt{\chi_k^2+2(\rho_k\lVert s_k\rVert_q)^2}}{2\rho_k^2}\le\frac{\chi_k+\lvert\chi_k\rvert}{2\rho_k^2}+\frac{\lVert s_k\rVert_q}{\sqrt{2}\rho_k}\le\left(a_q^{-1}+4\alpha^2+\frac{\alpha}{\sqrt{2}}(a_q^{-1}+4)\right)h_kM_k \\
&\le\Gamma_Bh_kM_k,
\end{aligned} 2 ρ k 2 χ k + χ k 2 + 2 ( ρ k ∥ s k ∥ q ) 2 ≤ 2 ρ k 2 χ k + ∣ χ k ∣ + 2 ρ k ∥ s k ∥ q ≤ ( a q − 1 + 4 α 2 + 2 α ( a q − 1 + 4 ) ) h k M k ≤ Γ B h k M k ,
where the first inequality uses a 2 + b 2 ≤ ∣ a ∣ + ∣ b ∣ \sqrt{a^2+b^2}\le\lvert a\rvert+\lvert b\rvert a 2 + b 2 ≤ ∣ a ∣ + ∣ b ∣ for all a , b ∈ R a,b\in\mathbb{R} a , b ∈ R , and the last inequality follows from the direct calculation. This inequality, together with (46) , (47) , and (21) implies γ k + 1 ≤ Γ B h k M k \gamma_{k+1}\le\Gamma_Bh_kM_k γ k + 1 ≤ Γ B h k M k . Hence, the conclusion of this lemma holds.
Next, we introduce the quantity
Γ 0 = max { γ 1 , γ 2 } . (50) \Gamma_0=\max\{\gamma_1,\gamma_2\}. \tag*{(50)} Γ 0 = max { γ 1 , γ 2 } . (50)
to separate the initialization from the subsequent curvature estimates, while retaining γ 1 > 0 \gamma_1>0 γ 1 > 0 as an arbitrary input.
Lemma 5. Suppose that Assumption 1 holds. Let { γ k } \{\gamma_k\} { γ k } be generated by Algorithm 1, and let Γ 0 \Gamma_0 Γ 0 and M 1 M_1 M 1 be defined in (50) and (35) , respectively. Then, Γ 0 ≤ α 2 M 1 + α ( γ 1 + M 1 ) / 2 \Gamma_0\le\alpha^2M_1+\alpha(\gamma_1+M_1)/\sqrt{2} Γ 0 ≤ α 2 M 1 + α ( γ 1 + M 1 ) / 2 .
Proof. Since λ 1 = A 1 = 1 \lambda_1=A_1=1 λ 1 = A 1 = 1 , the first iteration gives x 1 = y 1 x_1=y_1 x 1 = y 1 , s 1 = g 1 s_1=g_1 s 1 = g 1 , and χ 1 = ⟨ g 1 , x 1 − x 0 ⟩ \chi_1=\langle g_1,x_1-x_0\rangle χ 1 = ⟨ g 1 , x 1 − x 0 ⟩ . Moreover, it is easy to verify that ∥ x 1 − x 0 ∥ p = α ρ 1 \lVert x_1-x_0\rVert_p=\alpha\rho_1 ∥ x 1 − x 0 ∥ p = α ρ 1 , ∥ g 0 ∥ q = γ 1 α ρ 1 \lVert g_0\rVert_q=\gamma_1\alpha\rho_1 ∥ g 0 ∥ q = γ 1 α ρ 1 , and ⟨ g 0 , x 1 − x 0 ⟩ = − γ 1 α 2 ρ 1 2 \langle g_0,x_1-x_0\rangle=-\gamma_1\alpha^2\rho_1^2 ⟨ g 0 , x 1 − x 0 ⟩ = − γ 1 α 2 ρ 1 2 . Let L p , H p L_p,H_p L p , H p satisfy (33) . Applying (10) yields
χ 1 = ⟨ g 0 , x 1 − x 0 ⟩ + ⟨ g 1 − g 0 , x 1 − x 0 ⟩ ≤ − γ 1 α 2 ρ 1 2 + ∥ g 1 − g 0 ∥ q ∥ x 1 − x 0 ∥ p ≤ − γ 1 α 2 ρ 1 2 + M 1 ∥ x 1 − x 0 ∥ p 2 = ( M 1 − γ 1 ) α 2 ρ 1 2 ≤ M 1 α 2 ρ 1 2 , \begin{aligned}
\chi_1=\langle g_0,x_1-x_0\rangle+\langle g_1-g_0,x_1-x_0\rangle\le-\gamma_1\alpha^2\rho_1^2+\lVert g_1-g_0\rVert_q\lVert x_1-x_0\rVert_p \\
&\le-\gamma_1\alpha^2\rho_1^2+M_1\lVert x_1-x_0\rVert_p^2=(M_1-\gamma_1)\alpha^2\rho_1^2\le M_1\alpha^2\rho_1^2,
\end{aligned} χ 1 = ⟨ g 0 , x 1 − x 0 ⟩ + ⟨ g 1 − g 0 , x 1 − x 0 ⟩ ≤ − γ 1 α 2 ρ 1 2 + ∥ g 1 − g 0 ∥ q ∥ x 1 − x 0 ∥ p ≤ − γ 1 α 2 ρ 1 2 + M 1 ∥ x 1 − x 0 ∥ p 2 = ( M 1 − γ 1 ) α 2 ρ 1 2 ≤ M 1 α 2 ρ 1 2 ,
and
∥ s 1 ∥ q = ∥ g 1 ∥ q ≤ ∥ g 0 ∥ q + ∥ g 1 − g 0 ∥ q ≤ α ρ 1 ( γ 1 + M 1 ) . \lVert s_1\rVert_q=\lVert g_1\rVert_q\le\lVert g_0\rVert_q+\lVert g_1-g_0\rVert_q\le\alpha\rho_1(\gamma_1+M_1). ∥ s 1 ∥ q = ∥ g 1 ∥ q ≤ ∥ g 0 ∥ q + ∥ g 1 − g 0 ∥ q ≤ α ρ 1 ( γ 1 + M 1 ) .
Using these estimates in (21) , we obtain
γ 2 = max { θ γ 1 , χ 1 + χ 1 2 + 2 ρ 1 2 ∥ s 1 ∥ q 2 2 ρ 1 2 } ≤ max { θ γ 1 , max { χ 1 , 0 } ρ 1 2 + ∥ s 1 ∥ q 2 ρ 1 } ≤ max { θ γ 1 , α 2 M 1 + α ( γ 1 + M 1 ) 2 } ≤ α 2 M 1 + α ( γ 1 + M 1 ) 2 , \begin{aligned}
\gamma_2=\max\left\{\theta\gamma_1,\frac{\chi_1+\sqrt{\chi_1^2+2\rho_1^2\lVert s_1\rVert_q^2}}{2\rho_1^2}\right\}\le\max\left\{\theta\gamma_1,\frac{\max\{\chi_1,0\}}{\rho_1^2}+\frac{\lVert s_1\rVert_q}{\sqrt{2}\rho_1}\right\} \\
&\le\max\left\{\theta\gamma_1,\alpha^2M_1+\frac{\alpha(\gamma_1+M_1)}{\sqrt{2}}\right\}\le\alpha^2M_1+\frac{\alpha(\gamma_1+M_1)}{\sqrt{2}},
\end{aligned} γ 2 = max ⎩ ⎨ ⎧ θ γ 1 , 2 ρ 1 2 χ 1 + χ 1 2 + 2 ρ 1 2 ∥ s 1 ∥ q 2 ⎭ ⎬ ⎫ ≤ max { θ γ 1 , ρ 1 2 max { χ 1 , 0 } + 2 ρ 1 ∥ s 1 ∥ q } ≤ max { θ γ 1 , α 2 M 1 + 2 α ( γ 1 + M 1 ) } ≤ α 2 M 1 + 2 α ( γ 1 + M 1 ) ,
where the first inequality follows from a 2 + b 2 ≤ ∣ a ∣ + ∣ b ∣ \sqrt{a^2+b^2}\le\lvert a\rvert+\lvert b\rvert a 2 + b 2 ≤ ∣ a ∣ + ∣ b ∣ , the last follows from α > 2 \alpha>\sqrt{2} α > 2 , and θ ∈ ( 0 , 1 ) \theta\in(0,1) θ ∈ ( 0 , 1 ) . Since the second entry is also at least γ 1 \gamma_1 γ 1 , we obtain Γ 0 ≤ α 2 M 1 + α ( γ 1 + M 1 ) / 2 \Gamma_0\le\alpha^2M_1+\alpha(\gamma_1+M_1)/\sqrt{2} Γ 0 ≤ α 2 M 1 + α ( γ 1 + M 1 ) / 2 . □
The next lemma provides upper bounds for { γ k } k ≥ 2 \{\gamma_k\}_{k\ge2} { γ k } k ≥ 2 generated by Algorithm 1.
Lemma 6. Suppose that Assumption 1 holds. Let { γ k } \{\gamma_k\} { γ k } be generated by Algorithm 1, and let r q r_q r q , { ℓ k } \{\ell_k\} { ℓ k } , { M k } \{M_k\} { M k } , Γ B \Gamma_B Γ B , and Γ 0 \Gamma_0 Γ 0 be defined in (6) , (34) , (35) , (46) , and (50) respectively. Define Γ 1 : = max { r a , Γ B } \Gamma_1 := \max\{r_a,\Gamma_B\} Γ 1 := max { r a , Γ B } . Then, for all k ≥ 1 k \ge1 k ≥ 1 ,
γ k + 1 ≤ G k , G k : = { Γ 0 , k = 1 , Γ 0 + Γ 1 ∥ ( h 2 M 2 , … , h k M k ) ∥ r q , k ≥ 2. (51) \gamma_{k+1} \le G_k,\qquad G_k := \begin{cases}
\Gamma_0, & k=1,\\
\Gamma_0+\Gamma_1\lVert(h_2M_2,\ldots,h_kM_k)\rVert_{r_q}, & k\ge2.
\end{cases} \tag*{(51)} γ k + 1 ≤ G k , G k := { Γ 0 , Γ 0 + Γ 1 ∥( h 2 M 2 , … , h k M k ) ∥ r q , k = 1 , k ≥ 2. (51)
Proof. We prove γ k + 1 ≤ G k \gamma_{k+1} \le G_k γ k + 1 ≤ G k for all k ≥ 1 k \ge1 k ≥ 1 by induction, starting from the established bound γ 2 ≤ Γ 0 \gamma_2 \le\Gamma_0 γ 2 ≤ Γ 0 . Fix k ≥ 2 k \ge2 k ≥ 2 and suppose that γ k ≤ G k − 1 \gamma_k \le G_{k-1} γ k ≤ G k − 1 . Consider the following two cases.
Case k ∈ A k \in A k ∈ A . By invoking the bound γ k + 1 ≤ η k + 1 \gamma_{k+1} \le\eta_{k+1} γ k + 1 ≤ η k + 1 established in Lemma 3, together with the definition of η k + 1 \eta_{k+1} η k + 1 , the estimate ℓ k ≤ h k M k \ell_k \le h_kM_k ℓ k ≤ h k M k in (36) , the inequality r a ≤ Γ 1 r_a \le\Gamma_1 r a ≤ Γ 1 implied by the definition of Γ 1 \Gamma_1 Γ 1 , and the induction hypothesis γ k ≤ G k − 1 \gamma_k \le G_{k-1} γ k ≤ G k − 1 , it follows that
γ k + 1 ≤ η k + 1 = ∥ ( γ k , r a ℓ k ) ∥ r q ≤ ∥ ( Γ 0 + Γ 1 ∥ ( h 2 M 2 , … , h k − 1 M k − 1 ) ∥ r q , r a ℓ k ) ∥ r q ≤ ∥ ( Γ 0 + Γ 1 ∥ ( h 2 M 2 , … , h k − 1 M k − 1 ) ∥ r q , r a h k M k ) ∥ r q ≤ Γ 0 + Γ 1 ∥ ( h 2 M 2 , … , h k M k ) ∥ r q = G k . \begin{aligned}
\gamma_{k+1} &\le\eta_{k+1}=\lVert(\gamma_k,r_a\ell_k)\rVert_{r_q}\\
&\le\lVert(\Gamma_0+\Gamma_1\lVert(h_2M_2,\ldots,h_{k-1}M_{k-1})\rVert_{r_q},r_a\ell_k)\rVert_{r_q}\\
&\le\lVert(\Gamma_0+\Gamma_1\lVert(h_2M_2,\ldots,h_{k-1}M_{k-1})\rVert_{r_q},r_ah_kM_k)\rVert_{r_q}\\
&\le\Gamma_0+\Gamma_1\lVert(h_2M_2,\ldots,h_kM_k)\rVert_{r_q}=G_k.
\end{aligned} γ k + 1 ≤ η k + 1 = ∥( γ k , r a ℓ k ) ∥ r q ≤ ∥( Γ 0 + Γ 1 ∥( h 2 M 2 , … , h k − 1 M k − 1 ) ∥ r q , r a ℓ k ) ∥ r q ≤ ∥( Γ 0 + Γ 1 ∥( h 2 M 2 , … , h k − 1 M k − 1 ) ∥ r q , r a h k M k ) ∥ r q ≤ Γ 0 + Γ 1 ∥( h 2 M 2 , … , h k M k ) ∥ r q = G k .
Case k ∈ B k \in B k ∈ B . By invoking the bound γ k + 1 ≤ Γ B h k M k \gamma_{k+1} \le\Gamma_Bh_kM_k γ k + 1 ≤ Γ B h k M k established in Lemma 4 , together with the inequality Γ B ≤ Γ 1 \Gamma_B \le\Gamma_1 Γ B ≤ Γ 1 implied by the definition of Γ 1 \Gamma_1 Γ 1 , we obtain
γ k + 1 ≤ Γ B h k M k ≤ Γ 0 + Γ 1 ∥ ( h 2 M 2 , … , h k M k ) ∥ r q = G k . \gamma_{k+1}\le\Gamma_Bh_kM_k\le\Gamma_0+\Gamma_1\lVert(h_2M_2,\ldots,h_kM_k)\rVert_{r_q}=G_k. γ k + 1 ≤ Γ B h k M k ≤ Γ 0 + Γ 1 ∥( h 2 M 2 , … , h k M k ) ∥ r q = G k .
Combining these two cases completes the proof.
Next, we provide our main theorem which establishes the convergence rate of Algorithm 1.
Theorem 2. Suppose that Assumption 1 holds. Let { x k } \{x_k\} { x k } be generated by Algorithm 1, let r q r_q r q , { ℓ k } \{\ell_k\} { ℓ k } , ρ ˉ \bar{\rho} ρ ˉ , Γ B \Gamma_B Γ B , Γ 0 \Gamma_0 Γ 0 , and { G k } \{G_k\} { G k } be defined in (6) , (34) , (25) , (46) , (50) and (51) , respectively, and let Γ 1 \Gamma_1 Γ 1 be defined in Lemma 6 . Then, for any integer T ≥ 1 T \ge1 T ≥ 1 ,
f ( x T ) − f ∗ ≤ B p G T A T , B p = ∥ x 0 − x ∗ ∥ p 2 / 2 + ρ ˉ 2 . (52) f(x_T)-f_* \le\frac{B_pG_T}{A_T},\qquad B_p=\lVert x_0-x_*\rVert_p^{2/2}+\bar{\rho}^2. \tag*{(52)} f ( x T ) − f ∗ ≤ A T B p G T , B p = ∥ x 0 − x ∗ ∥ p 2/2 + ρ ˉ 2 . (52) Moreover, for T ≥ 2 T \ge2 T ≥ 2 , we further have
f ( x T ) − f ∗ ≤ 2 m m Γ 0 B p T m + 2 m m 2 m Γ 1 L p B p T 3 − 2 / q + ( 2 m ( 1 + ν ) m 2 m Γ 1 H p C B p ) 1 1 − ν r m , ν , q ( T ) , (53) f(x_T)-f_* \le\frac{2m^m\Gamma_0B_p}{T^m}+\frac{2^m m^{2m}\Gamma_1L_pB_p}{T^{3-2/q}}+\left(2^{m(1+\nu)}m^{2m}\Gamma_1H_pCB_p\right)^{\frac{1}{1-\nu}}r_{m,\nu,q}(T), \tag*{(53)} f ( x T ) − f ∗ ≤ T m 2 m m Γ 0 B p + T 3 − 2/ q 2 m m 2 m Γ 1 L p B p + ( 2 m ( 1 + ν ) m 2 m Γ 1 H p C B p ) 1 − ν 1 r m , ν , q ( T ) , (53) where C : = C ( m , ν , q ) > 0 C := C(m,\nu,q)>0 C := C ( m , ν , q ) > 0 is independent of T T T and is given by
C = { 1 , q = 2 or m ( 1 − ν ) = 3 − 2 q , [ max { 1 , 2 / q − 1 ∣ m ( 1 − ν ) − 3 + 2 / q ∣ } ] 2 / q − 1 , otherwise , C=\begin{cases}
1, & q=2\text{ or }m(1-\nu)=3-\frac{2}{q},\\
\left[\max\left\{1,\frac{2/q-1}{\lvert m(1-\nu)-3+2/q\rvert}\right\}\right]^{2/q-1}, & \text{otherwise},
\end{cases} C = ⎩ ⎨ ⎧ 1 , [ max { 1 , ∣ m ( 1 − ν ) − 3 + 2/ q ∣ 2/ q − 1 } ] 2/ q − 1 , q = 2 or m ( 1 − ν ) = 3 − q 2 , otherwise , and
r m , ν , q ( T ) = { T − m , m < 3 − 2 / q 1 − ν , T − 3 − 2 / q 1 − ν ( log T ) 2 / q − 1 1 − ν , m = 3 − 2 / q 1 − ν , T − 3 − 2 / q 1 − ν , m > 3 − 2 / q 1 − ν . (54) r_{m,\nu,q}(T)=\begin{cases}
T^{-m}, & m<\dfrac{3-2/q}{1-\nu},\\
T^{-\frac{3-2/q}{1-\nu}}(\log T)^{\frac{2/q-1}{1-\nu}}, & m=\dfrac{3-2/q}{1-\nu},\\
T^{-\frac{3-2/q}{1-\nu}}, & m>\dfrac{3-2/q}{1-\nu}.
\end{cases} \tag*{(54)} r m , ν , q ( T ) = ⎩ ⎨ ⎧ T − m , T − 1 − ν 3 − 2/ q ( log T ) 1 − ν 2/ q − 1 , T − 1 − ν 3 − 2/ q , m < 1 − ν 3 − 2/ q , m = 1 − ν 3 − 2/ q , m > 1 − ν 3 − 2/ q . (54)
Proof. For T ≥ 1 T \ge1 T ≥ 1 , by the definitions of P T \mathcal{P}_T P T , s T s_T s T , and c T c_T c T in (24) and (20) , we have
P T = A T f T − c T + ∥ s T ∥ q 2 2 γ T + 1 = A T ( f T − f ∗ ) + ∑ k = 1 T λ k D f ( x ∗ , x k ) + ⟨ s T , x ∗ − x 0 ⟩ + ∥ s T ∥ q 2 2 γ T + 1 . \mathcal{P}_T=A_Tf_T-c_T+\frac{\lVert s_T\rVert_q^2}{2\gamma_{T+1}}=A_T(f_T-f_*)+\sum_{k=1}^{T}\lambda_kD_f(x_*,x_k)+\langle s_T,x_*-x_0\rangle+\frac{\lVert s_T\rVert_q^2}{2\gamma_{T+1}}. P T = A T f T − c T + 2 γ T + 1 ∥ s T ∥ q 2 = A T ( f T − f ∗ ) + k = 1 ∑ T λ k D f ( x ∗ , x k ) + ⟨ s T , x ∗ − x 0 ⟩ + 2 γ T + 1 ∥ s T ∥ q 2 .
It then follows from the convexity of f f f , Hölder’s and Young’s inequalities that
P T ≥ A T ( f T − f ∗ ) − ∥ s T ∥ q ∥ x 0 − x ∗ ∥ p + ∥ s T ∥ q 2 2 γ T + 1 ≥ A T ( f T − f ∗ ) − γ T + 1 2 ∥ x 0 − x ∗ ∥ p 2 . \mathcal{P}_T\ge A_T(f_T-f_*)-\lVert s_T\rVert_q\lVert x_0-x_*\rVert_p+\frac{\lVert s_T\rVert_q^2}{2\gamma_{T+1}}\ge A_T(f_T-f_*)-\frac{\gamma_{T+1}}{2}\lVert x_0-x_*\rVert_p^2. P T ≥ A T ( f T − f ∗ ) − ∥ s T ∥ q ∥ x 0 − x ∗ ∥ p + 2 γ T + 1 ∥ s T ∥ q 2 ≥ A T ( f T − f ∗ ) − 2 γ T + 1 ∥ x 0 − x ∗ ∥ p 2 .
Combining this with P T ≤ ρ T 2 γ T + 1 \mathcal{P}_T\le\rho_T^2\gamma_{T+1} P T ≤ ρ T 2 γ T + 1 in (26) , γ k + 1 ≤ G k \gamma_{k+1}\le G_k γ k + 1 ≤ G k for all k ≥ 1 k\ge1 k ≥ 1 in (51) , we obtain
A T ( f T − f ∗ ) ≤ P T + γ T + 1 2 ∥ x 0 − x ∗ ∥ p 2 ≤ (26) γ T + 1 2 ( ∥ x 0 − x ∗ ∥ p 2 + 2 ρ T 2 ) ≤ B p γ T + 1 ≤ (51) B p G T . A_T(f_T-f_*)\le\mathcal{P}_T+\frac{\gamma_{T+1}}{2}\lVert x_0-x_*\rVert_p^2\overset{\text{(26)}}{\le}\frac{\gamma_{T+1}}{2}\left(\lVert x_0-x_*\rVert_p^2+2\rho_T^2\right)\le B_p\gamma_{T+1}\overset{\text{(51)}}{\le}B_pG_T. A T ( f T − f ∗ ) ≤ P T + 2 γ T + 1 ∥ x 0 − x ∗ ∥ p 2 ≤ (26) 2 γ T + 1 ( ∥ x 0 − x ∗ ∥ p 2 + 2 ρ T 2 ) ≤ B p γ T + 1 ≤ (51) B p G T .
where we use ρ T ≤ ρ ˉ \rho_T\le\bar{\rho} ρ T ≤ ρ ˉ and the definition of B p B_p B p . Dividing both sides by A T A_T A T yields (52) . We now assume T ≥ 2 T\ge2 T ≥ 2 and estimate G T G_T G T . For simplicity, we denote
V T : = ∥ ( h k ) k = 2 T ∥ r q , U T : = ∥ ( h k A k − 1 − ν ) k = 2 T ∥ r q . (55) V_T:=\lVert(h_k)_{k=2}^{T}\rVert_{r_q},\qquad U_T:=\lVert(h_kA_{k-1}^{-\nu})_{k=2}^{T}\rVert_{r_q}. \tag*{(55)} V T := ∥( h k ) k = 2 T ∥ r q , U T := ∥( h k A k − 1 − ν ) k = 2 T ∥ r q . (55)
First, for 2 ≤ k ≤ T 2\le k\le T 2 ≤ k ≤ T , applying (52) with T T T replaced by k − 1 k-1 k − 1 and k k k , respectively, and using G k − 1 ≤ G k ≤ G T G_{k-1}\le G_k\le G_T G k − 1 ≤ G k ≤ G T , we have Δ ( x k − 1 ) ≤ B p G T / A k − 1 \Delta(x_{k-1})\le B_pG_T/A_{k-1} Δ ( x k − 1 ) ≤ B p G T / A k − 1 and Δ ( x k ) ≤ B p G T / A k \Delta(x_k)\le B_pG_T/A_k Δ ( x k ) ≤ B p G T / A k . Moreover, by the definition of M k M_k M k and the monotonicity of { A k } \{A_k\} { A k } , we have
M k = L p + H p max { Δ ( x k − 1 ) , Δ ( x k ) } ν ≤ L p + H p B p ν G T ν A k − 1 − ν . M_k=L_p+H_p\max\{\Delta(x_{k-1}),\Delta(x_k)\}^{\nu}\le L_p+H_pB_p^{\nu}G_T^{\nu}A_{k-1}^{-\nu}. M k = L p + H p max { Δ ( x k − 1 ) , Δ ( x k ) } ν ≤ L p + H p B p ν G T ν A k − 1 − ν .
This together with the definition of G T G_T G T gives
G T = Γ 0 + Γ 1 ∥ ( h 2 M 2 , … , h T M T ) ∥ r q ≤ Γ 0 + Γ 1 L p ∥ ( h 2 , … , h T ) ∥ r q + Γ 1 H p B p ν G T ν ∥ ( h 2 A 1 − ν , … , h T A T − 1 − ν ) ∥ r q = (55) Γ 0 + Γ 1 L p V T + Γ 1 H p B p ν U T G T ν ≤ 2 Γ 0 + 2 Γ 1 L p V T + ( 2 Γ 1 H p B p ν U T ) 1 1 − ν . (56) \begin{aligned}
G_T&=\Gamma_0+\Gamma_1\lVert(h_2M_2,\ldots,h_TM_T)\rVert_{r_q}\\
&\le\Gamma_0+\Gamma_1L_p\lVert(h_2,\ldots,h_T)\rVert_{r_q}+\Gamma_1H_pB_p^{\nu}G_T^{\nu}\lVert(h_2A_1^{-\nu},\ldots,h_TA_{T-1}^{-\nu})\rVert_{r_q}\\
&\overset{\text{(55)}}{=}\Gamma_0+\Gamma_1L_pV_T+\Gamma_1H_pB_p^{\nu}U_TG_T^{\nu}\\
&\le2\Gamma_0+2\Gamma_1L_pV_T+\left(2\Gamma_1H_pB_p^{\nu}U_T\right)^{\frac{1}{1-\nu}}. \tag*{(56)}
\end{aligned} G T = Γ 0 + Γ 1 ∥( h 2 M 2 , … , h T M T ) ∥ r q ≤ Γ 0 + Γ 1 L p ∥( h 2 , … , h T ) ∥ r q + Γ 1 H p B p ν G T ν ∥( h 2 A 1 − ν , … , h T A T − 1 − ν ) ∥ r q = (55) Γ 0 + Γ 1 L p V T + Γ 1 H p B p ν U T G T ν ≤ 2 Γ 0 + 2 Γ 1 L p V T + ( 2 Γ 1 H p B p ν U T ) 1 − ν 1 . (56)
where the first inequality uses Minkowski’s inequality, and the last inequality follows from Lemma 10 with a = G T a=G_T a = G T , b = Γ 0 + Γ 1 L p V T b=\Gamma_0+\Gamma_1L_pV_T b = Γ 0 + Γ 1 L p V T , and c = Γ 1 H p B p ν U T c=\Gamma_1H_pB_p^{\nu}U_T c = Γ 1 H p B p ν U T . We then estimate V T V_T V T and U T U_T U T . Using Lemma 8, we have A k ≥ c A k m A_k\ge c_Ak^m A k ≥ c A k m and h k ≤ C h k m − 2 h_k\le C_hk^{m-2} h k ≤ C h k m − 2 , where c A = ( m ( m − 1 ) m m − 1 ) − 1 c_A=(m(m-1)m^{m-1})^{-1} c A = ( m ( m − 1 ) m m − 1 ) − 1 and C h = 2 m − 1 / c A C_h=2^{m-1}/c_A C h = 2 m − 1 / c A are the same constants as those defined in Lemma 8. It follows that
V T = ∥ ( h k ) k = 2 T ∥ r q ≤ C h ∥ ( k m − 2 ) k = 2 T ∥ r q ≤ C h T m − 2 + 1 / r q = C h T m − 3 + 2 / q . (57) V_T=\lVert(h_k)_{k=2}^{T}\rVert_{r_q}\le C_h\lVert(k^{m-2})_{k=2}^{T}\rVert_{r_q}\le C_hT^{m-2+1/r_q}=C_hT^{m-3+2/q}. \tag*{(57)} V T = ∥( h k ) k = 2 T ∥ r q ≤ C h ∥( k m − 2 ) k = 2 T ∥ r q ≤ C h T m − 2 + 1/ r q = C h T m − 3 + 2/ q . (57)
U T = ∥ ( h k A k − 1 − ν ) k = 2 T ∥ r q ≤ C h ( 2 m c A ) ν ∥ ( k m ( 1 − ν ) − 2 ) k = 2 T ∥ r q . (58) U_T=\lVert(h_kA_{k-1}^{-\nu})_{k=2}^{T}\rVert_{r_q}\le C_h\left(\frac{2^m}{c_A}\right)^\nu\lVert(k^{m(1-\nu)-2})_{k=2}^{T}\rVert_{r_q}. \tag*{(58)} U T = ∥( h k A k − 1 − ν ) k = 2 T ∥ r q ≤ C h ( c A 2 m ) ν ∥( k m ( 1 − ν ) − 2 ) k = 2 T ∥ r q . (58)
where we use 1 / r q = 2 / q − 1 1/r_q=2/q-1 1/ r q = 2/ q − 1 , with 1 / r q = 0 1/r_q=0 1/ r q = 0 when q = 2 q=2 q = 2 . If r q < ∞ r_q<\infty r q < ∞ (equivalently, q ∈ [ 1 , 2 ) q\in[1,2) q ∈ [ 1 , 2 ) ), define β = ( m ( 1 − ν ) − 2 ) r q \beta=(m(1-\nu)-2)r_q β = ( m ( 1 − ν ) − 2 ) r q . The standard power-sum estimate yields
∑ k = 2 T k β ≤ { C β , β < − 1 , C β log T , β = − 1 , C β T β + 1 , β > − 1 , C β = { − 1 / ( β + 1 ) , β < − 1 , 1 , β = − 1 , max { 1 , 1 / ( β + 1 ) } , β > − 1. (59) \sum_{k=2}^{T}k^\beta\le
\begin{cases}
C_\beta, & \beta<-1,\\
C_\beta\log T, & \beta=-1,\\
C_\beta T^{\beta+1}, & \beta>-1,
\end{cases}
\qquad
C_\beta=
\begin{cases}
-1/(\beta+1), & \beta<-1,\\
1, & \beta=-1,\\
\max\{1,1/(\beta+1)\}, & \beta>-1.
\end{cases} \tag*{(59)} k = 2 ∑ T k β ≤ ⎩ ⎨ ⎧ C β , C β log T , C β T β + 1 , β < − 1 , β = − 1 , β > − 1 , C β = ⎩ ⎨ ⎧ − 1/ ( β + 1 ) , 1 , max { 1 , 1/ ( β + 1 )} , β < − 1 , β = − 1 , β > − 1. (59)
Taking the r q r_q r q -th root of (59) and using (58) , we obtain
U T ≤ C h C β 1 / r q ( 2 m c A ) ν r ~ m , ν , q ( T ) , r ~ m , ν , q ( T ) = { 1 , m < 3 − 2 / q 1 − ν , ( log T ) 2 / q − 1 , m = 3 − 2 / q 1 − ν , T m ( 1 − ν ) − 3 + 2 / q , m > 3 − 2 / q 1 − ν . (60) U_T\le C_hC_\beta^{1/r_q}\left(\frac{2^m}{c_A}\right)^\nu\widetilde r_{m,\nu,q}(T),\qquad
\widetilde r_{m,\nu,q}(T)=
\begin{cases}
1, & m<\dfrac{3-2/q}{1-\nu},\\
(\log T)^{2/q-1}, & m=\dfrac{3-2/q}{1-\nu},\\
T^{m(1-\nu)-3+2/q}, & m>\dfrac{3-2/q}{1-\nu}.
\end{cases} \tag*{(60)} U T ≤ C h C β 1/ r q ( c A 2 m ) ν r m , ν , q ( T ) , r m , ν , q ( T ) = ⎩ ⎨ ⎧ 1 , ( log T ) 2/ q − 1 , T m ( 1 − ν ) − 3 + 2/ q , m < 1 − ν 3 − 2/ q , m = 1 − ν 3 − 2/ q , m > 1 − ν 3 − 2/ q . (60)
If r q = ∞ r_q=\infty r q = ∞ (equivalently, q = 2 q=2 q = 2 ), we instead take the maximum of k m ( 1 − ν ) − 2 k^{m(1-\nu)-2} k m ( 1 − ν ) − 2 in (58) . Consequently,
U T ≤ C h ( 2 m c A ) ν r ~ m , ν , 2 ( T ) , r ~ m , ν , 2 ( T ) = { 1 , m ≤ 2 1 − ν , T m ( 1 − ν ) − 2 , m > 2 1 − ν . (61) U_T \le C_h\left(\frac{2^m}{c_A}\right)^\nu\widetilde r_{m,\nu,2}(T),\qquad
\widetilde r_{m,\nu,2}(T)=
\begin{cases}
1, & m\le\frac{2}{1-\nu},\\
T^{m(1-\nu)-2}, & m>\frac{2}{1-\nu}.
\end{cases} \tag*{(61)} U T ≤ C h ( c A 2 m ) ν r m , ν , 2 ( T ) , r m , ν , 2 ( T ) = { 1 , T m ( 1 − ν ) − 2 , m ≤ 1 − ν 2 , m > 1 − ν 2 . (61)
Combining the two cases in (60) and (61) , for each fixed q ∈ [ 1 , 2 ] q\in[1,2] q ∈ [ 1 , 2 ] with C C C defined in (54) , we have U T ≤ C h C ( 2 m / c A ) ν r ~ m , ν , q ( T ) U_T\le C_h C(2^m/c_A)^\nu\widetilde r_{m,\nu,q}(T) U T ≤ C h C ( 2 m / c A ) ν r m , ν , q ( T ) . Substituting the bounds on V T V_T V T and U T U_T U T into the estimate of G T G_T G T , we obtain
G T ≤ 2 Γ 0 + 2 Γ 1 L p V T + ( 2 Γ 1 H p B p ′ U T ) 1 1 − ν (62) G_T\le2\Gamma_0+2\Gamma_1L_pV_T+\left(2\Gamma_1H_pB_p' U_T\right)^{\frac{1}{1-\nu}} \tag*{(62)} G T ≤ 2 Γ 0 + 2 Γ 1 L p V T + ( 2 Γ 1 H p B p ′ U T ) 1 − ν 1 (62)
≤ 2 Γ 0 + 2 Γ 1 L p C h T m − 3 + 2 / q + ( 2 Γ 1 H p B p ′ C h C ( 2 m / c A ) ν ) 1 1 − ν r ~ m , ν , q ( T ) 1 1 − ν . (63) \le2\Gamma_0+2\Gamma_1L_pC_hT^{m-3+2/q}+\left(2\Gamma_1H_pB_p'C_hC(2^m/c_A)^\nu\right)^{\frac{1}{1-\nu}}\widetilde r_{m,\nu,q}(T)^{\frac{1}{1-\nu}}. \tag*{(63)} ≤ 2 Γ 0 + 2 Γ 1 L p C h T m − 3 + 2/ q + ( 2 Γ 1 H p B p ′ C h C ( 2 m / c A ) ν ) 1 − ν 1 r m , ν , q ( T ) 1 − ν 1 . (63)
Finally, using (52) and A T ≥ c A T m A_T\ge c_A T^m A T ≥ c A T m , we obtain
f ( x T ) − f ∗ ≤ B p G T A T ≤ B p c A [ 2 Γ 0 T − m + 2 Γ 1 L p C h T − ( 3 − 2 / q ) + ( 2 Γ 1 H p B p ′ C h C ( 2 m / c A ) ν ) 1 1 − ν T − m r ~ m , ν , q ( T ) 1 1 − ν ] . f(x_T)-f_* \le\frac{B_pG_T}{A_T}\le\frac{B_p}{c_A}\left[2\Gamma_0T^{-m}+2\Gamma_1L_pC_hT^{-(3-2/q)}+\left(2\Gamma_1H_pB_p'C_hC(2^m/c_A)^\nu\right)^{\frac{1}{1-\nu}}T^{-m}\widetilde r_{m,\nu,q}(T)^{\frac{1}{1-\nu}}\right]. f ( x T ) − f ∗ ≤ A T B p G T ≤ c A B p [ 2 Γ 0 T − m + 2 Γ 1 L p C h T − ( 3 − 2/ q ) + ( 2 Γ 1 H p B p ′ C h C ( 2 m / c A ) ν ) 1 − ν 1 T − m r m , ν , q ( T ) 1 − ν 1 ] .
Since r m , ν , q ( T ) = T − m r ~ m , ν , q ( T ) 1 / ( 1 − ν ) r_{m,\nu,q}(T)=T^{-m}\widetilde r_{m,\nu,q}(T)^{1/(1-\nu)} r m , ν , q ( T ) = T − m r m , ν , q ( T ) 1/ ( 1 − ν ) , rearranging the constants and using m − 1 ≤ m m-1\le m m − 1 ≤ m yields (53) , which completes the proof. □
Remark 4 (Upper bounds on Γ 0 B p \Gamma_0B_p Γ 0 B p ). We now derive upper bounds on Γ 0 B p \Gamma_0B_p Γ 0 B p for the cases with and without calibration of γ 1 \gamma_1 γ 1 . The calibration procedure is described in Calibration 1.
(i) Without calibration of γ 1 \gamma_1 γ 1 . By convexity, ∥ g 0 ∥ q = α γ 1 ρ 1 \lVert g_0\rVert_q=\alpha\gamma_1\rho_1 ∥ g 0 ∥ q = α γ 1 ρ 1 , and the definitions of Γ 0 \Gamma_0 Γ 0 in (50) and B p B_p B p in (52) , we have Δ ( x 0 ) ≤ α γ 1 B p ≤ α Γ 0 B p \Delta(x_0)\le\alpha\gamma_1B_p\le\alpha\Gamma_0B_p Δ ( x 0 ) ≤ α γ 1 B p ≤ α Γ 0 B p . Moreover, (52) with T = 1 T=1 T = 1 gives Δ ( x 1 ) ≤ Γ 0 B p \Delta(x_1)\le\Gamma_0B_p Δ ( x 1 ) ≤ Γ 0 B p , since A 1 = 1 A_1=1 A 1 = 1 and G 1 = Γ 0 G_1=\Gamma_0 G 1 = Γ 0 . Since α > 1 \alpha>1 α > 1 , the quantity M 1 M_1 M 1 defined in (35) satisfies
M 1 = L p + H p max { Δ ( x 0 ) , Δ ( x 1 ) } ν ≤ L p + H p ( α Γ 0 B p ) ν . M_1=L_p+H_p\max\{\Delta(x_0),\Delta(x_1)\}^{\nu}\le L_p+H_p(\alpha\Gamma_0B_p)^{\nu}. M 1 = L p + H p max { Δ ( x 0 ) , Δ ( x 1 ) } ν ≤ L p + H p ( α Γ 0 B p ) ν .
The bound Γ 0 ≤ α 2 M 1 + α ( γ 1 + M 1 ) / 2 \Gamma_0\le\alpha^2M_1+\alpha(\gamma_1+M_1)/\sqrt{2} Γ 0 ≤ α 2 M 1 + α ( γ 1 + M 1 ) / 2 in Lemma 5 yields
Γ 0 B p ≤ ( α 2 γ 1 + ( α 2 + α 2 ) L p ) B p + α ν ( α 2 + α 2 ) H p B p ( Γ 0 B p ) ν \Gamma_0B_p\le\left(\frac{\alpha}{\sqrt{2}}\gamma_1+\left(\alpha^2+\frac{\alpha}{\sqrt{2}}\right)L_p\right)B_p+\alpha^\nu\left(\alpha^2+\frac{\alpha}{\sqrt{2}}\right)H_pB_p(\Gamma_0B_p)^\nu Γ 0 B p ≤ ( 2 α γ 1 + ( α 2 + 2 α ) L p ) B p + α ν ( α 2 + 2 α ) H p B p ( Γ 0 B p ) ν
≤ 2 ( α 2 γ 1 + ( α 2 + α 2 ) L p ) B p + ( 2 α ν ( α 2 + α 2 ) H p B p ) 1 1 − ν . \le2\left(\frac{\alpha}{\sqrt{2}}\gamma_1+\left(\alpha^2+\frac{\alpha}{\sqrt{2}}\right)L_p\right)B_p+\left(2\alpha^\nu\left(\alpha^2+\frac{\alpha}{\sqrt{2}}\right)H_pB_p\right)^{\frac{1}{1-\nu}}. ≤ 2 ( 2 α γ 1 + ( α 2 + 2 α ) L p ) B p + ( 2 α ν ( α 2 + 2 α ) H p B p ) 1 − ν 1 .
where the second inequality uses Lemma 10. For arbitrary γ 1 > 0 \gamma_1>0 γ 1 > 0 , combining this estimate with Remark 3 gives
Γ 0 B p ≤ 2 κ 0 ( α 2 γ 1 + ( α 2 + α 2 ) L p ) ∥ x 0 − x ∗ ∥ p 2 + ( 2 α ν ( α 2 + α 2 ) H p κ 0 ∥ x 0 − x ∗ ∥ p 2 ) 1 1 − ν = O ( ( γ 1 + L p ) [ 1 + ( L p + H p Δ ( x 0 ) ν ) 2 γ 1 2 ] ∥ x 0 − x ∗ ∥ p 2 + { H p [ 1 + ( L p + H p Δ ( x 0 ) ν ) 2 γ 1 2 ] ∥ x 0 − x ∗ ∥ p 2 } 1 1 − ν ) , \begin{aligned}
\Gamma_0B_p\le2\kappa_0\left(\frac{\alpha}{\sqrt{2}}\gamma_1+\left(\alpha^2+\frac{\alpha}{\sqrt{2}}\right)L_p\right)\lVert x_0-x_*\rVert_p^2+\left(2\alpha^\nu\left(\alpha^2+\frac{\alpha}{\sqrt{2}}\right)H_p\kappa_0\lVert x_0-x_*\rVert_p^2\right)^{\frac{1}{1-\nu}} \\
&=\mathcal{O}\left((\gamma_1+L_p)\left[1+\frac{(L_p+H_p\Delta(x_0)^\nu)^2}{\gamma_1^2}\right]\lVert x_0-x_*\rVert_p^2+\left\{H_p\left[1+\frac{(L_p+H_p\Delta(x_0)^\nu)^2}{\gamma_1^2}\right]\lVert x_0-x_*\rVert_p^2\right\}^{\frac{1}{1-\nu}}\right),
\end{aligned} Γ 0 B p ≤ 2 κ 0 ( 2 α γ 1 + ( α 2 + 2 α ) L p ) ∥ x 0 − x ∗ ∥ p 2 + ( 2 α ν ( α 2 + 2 α ) H p κ 0 ∥ x 0 − x ∗ ∥ p 2 ) 1 − ν 1 = O ( ( γ 1 + L p ) [ 1 + γ 1 2 ( L p + H p Δ ( x 0 ) ν ) 2 ] ∥ x 0 − x ∗ ∥ p 2 + { H p [ 1 + γ 1 2 ( L p + H p Δ ( x 0 ) ν ) 2 ] ∥ x 0 − x ∗ ∥ p 2 } 1 − ν 1 ) ,
with κ 0 = 1 2 + max { ( L p + H p Δ ( x 0 ) ν ) 2 α 2 γ 1 2 , C θ 2 α 2 − C θ 2 } \kappa_0=\frac{1}{2}+\max\left\{\frac{(L_p+H_p\Delta(x_0)^\nu)^2}{\alpha^2\gamma_1^2},\frac{C_\theta^2}{\alpha^2-C_\theta^2}\right\} κ 0 = 2 1 + max { α 2 γ 1 2 ( L p + H p Δ ( x 0 ) ν ) 2 , α 2 − C θ 2 C θ 2 } .
B p = 1 2 ∥ x 0 − x ∗ ∥ p 2 + max { ∥ g 0 ∥ q 2 α 2 γ 1 2 , C θ 2 ∥ x 0 − x ∗ ∥ p 2 α 2 − C θ 2 } ≤ [ 1 2 + max { ( L p + H p Δ ( x 0 ) ν ) 2 α 2 γ 1 2 , C θ 2 α 2 − C θ 2 } ] ∥ x 0 − x ∗ ∥ p 2 = κ 0 ∥ x 0 − x ∗ ∥ p 2 . \begin{aligned}
B_p=\frac{1}{2}\lVert x_0-x_*\rVert_p^2+\max\left\{\frac{\lVert g_0\rVert_q^2}{\alpha^2\gamma_1^2},\frac{C_\theta^2\lVert x_0-x_*\rVert_p^2}{\alpha^2-C_\theta^2}\right\} \\
&\le\left[\frac{1}{2}+\max\left\{\frac{(L_p+H_p\Delta(x_0)^\nu)^2}{\alpha^2\gamma_1^2},\frac{C_\theta^2}{\alpha^2-C_\theta^2}\right\}\right]\lVert x_0-x_*\rVert_p^2=\kappa_0\lVert x_0-x_*\rVert_p^2.
\end{aligned} B p = 2 1 ∥ x 0 − x ∗ ∥ p 2 + max { α 2 γ 1 2 ∥ g 0 ∥ q 2 , α 2 − C θ 2 C θ 2 ∥ x 0 − x ∗ ∥ p 2 } ≤ [ 2 1 + max { α 2 γ 1 2 ( L p + H p Δ ( x 0 ) ν ) 2 , α 2 − C θ 2 C θ 2 } ] ∥ x 0 − x ∗ ∥ p 2 = κ 0 ∥ x 0 − x ∗ ∥ p 2 .
(ii) With calibration of γ 1 \gamma_1 γ 1 . If γ 1 \gamma_1 γ 1 is selected by Calibration 1, then ∥ g 0 ∥ q 2 / ( 2 Δ ( x 0 ) ) ≤ γ 1 < 2 ( L p + H p Δ ( x 0 ) ν ) \lVert g_0\rVert_q^2/(2\Delta(x_0)) \le\gamma_1 < 2(L_p+H_p\Delta(x_0)^\nu) ∥ g 0 ∥ q 2 / ( 2Δ ( x 0 )) ≤ γ 1 < 2 ( L p + H p Δ ( x 0 ) ν ) in (22) and Δ ( x 1 ) ≤ Δ ( x 0 ) \Delta(x_1) \le\Delta(x_0) Δ ( x 1 ) ≤ Δ ( x 0 ) hold. Hence, the quantity M 1 M_1 M 1 defined in (35) satisfies M 1 = L p + H p Δ ( x 0 ) ν M_1=L_p+H_p\Delta(x_0)^\nu M 1 = L p + H p Δ ( x 0 ) ν , and applying Lemma 5 together with γ 1 < 2 M 1 \gamma_1<2M_1 γ 1 < 2 M 1 yields Γ 0 ≤ ( α 2 + 3 α / 2 ) M 1 \Gamma_0\le(\alpha^2+3\alpha/\sqrt{2})M_1 Γ 0 ≤ ( α 2 + 3 α / 2 ) M 1 . Furthermore, the convexity of f f f and (10) imply Δ ( x 0 ) ≤ M 1 ∥ x 0 − x ∗ ∥ p 2 \Delta(x_0)\le M_1\lVert x_0-x_*\rVert_p^2 Δ ( x 0 ) ≤ M 1 ∥ x 0 − x ∗ ∥ p 2 . Substituting this into M 1 M_1 M 1 yields
M 1 ∥ x 0 − x ∗ ∥ p 2 ≤ L p ∥ x 0 − x ∗ ∥ p 2 + H p ∥ x 0 − x ∗ ∥ p 2 ( M 1 ∥ x 0 − x ∗ ∥ p 2 ) ν M_1\lVert x_0-x_*\rVert_p^2\le L_p\lVert x_0-x_*\rVert_p^2+H_p\lVert x_0-x_*\rVert_p^2(M_1\lVert x_0-x_*\rVert_p^2)^\nu M 1 ∥ x 0 − x ∗ ∥ p 2 ≤ L p ∥ x 0 − x ∗ ∥ p 2 + H p ∥ x 0 − x ∗ ∥ p 2 ( M 1 ∥ x 0 − x ∗ ∥ p 2 ) ν
≤ 2 L p ∥ x 0 − x ∗ ∥ p 2 + ( 2 H p ∥ x 0 − x ∗ ∥ p 2 ) 1 1 − ν , \le2L_p\lVert x_0-x_*\rVert_p^2+(2H_p\lVert x_0-x_*\rVert_p^2)^{\frac{1}{1-\nu}}, ≤ 2 L p ∥ x 0 − x ∗ ∥ p 2 + ( 2 H p ∥ x 0 − x ∗ ∥ p 2 ) 1 − ν 1 ,
where the second inequality uses Lemma 10. We then obtain
Γ 0 B p ≤ ( α 2 + 3 α 2 ) M 1 B p = ( α 2 + 3 α 2 ) ( L p + H p Δ ( x 0 ) ν ) B p ≤ ( α 2 + 3 α 2 ) [ 1 2 + max { 4 α 2 , C θ 2 α 2 − C θ 2 } ] [ 2 L p ∥ x 0 − x ∗ ∥ p 2 + ( 2 H p ∥ x 0 − x ∗ ∥ p 2 ) 1 1 − ν ] = O ( L p ∥ x 0 − x ∗ ∥ p 2 + ( H p ∥ x 0 − x ∗ ∥ p 2 ) 1 1 − ν ) , (64) \begin{aligned}
\Gamma_0B_p\le\left(\alpha^2+\frac{3\alpha}{\sqrt{2}}\right)M_1B_p=\left(\alpha^2+\frac{3\alpha}{\sqrt{2}}\right)(L_p+H_p\Delta(x_0)^\nu)B_p \\
&\le\left(\alpha^2+\frac{3\alpha}{\sqrt{2}}\right)\left[\frac{1}{2}+\max\left\{\frac{4}{\alpha^2},\frac{C_\theta^2}{\alpha^2-C_\theta^2}\right\}\right]\left[2L_p\lVert x_0-x_*\rVert_p^2+(2H_p\lVert x_0-x_*\rVert_p^2)^{\frac{1}{1-\nu}}\right] \\
&=\mathcal{O}\left(L_p\lVert x_0-x_*\rVert_p^2+(H_p\lVert x_0-x_*\rVert_p^2)^{\frac{1}{1-\nu}}\right), \tag*{(64)}
\end{aligned} Γ 0 B p ≤ ( α 2 + 2 3 α ) M 1 B p = ( α 2 + 2 3 α ) ( L p + H p Δ ( x 0 ) ν ) B p ≤ ( α 2 + 2 3 α ) [ 2 1 + max { α 2 4 , α 2 − C θ 2 C θ 2 } ] [ 2 L p ∥ x 0 − x ∗ ∥ p 2 + ( 2 H p ∥ x 0 − x ∗ ∥ p 2 ) 1 − ν 1 ] = O ( L p ∥ x 0 − x ∗ ∥ p 2 + ( H p ∥ x 0 − x ∗ ∥ p 2 ) 1 − ν 1 ) , (64)
where the last inequality follows from the estimate given in Remark 3 with
B p ≤ [ 1 2 + max { 4 α 2 , C θ 2 α 2 − C θ 2 } ] ∥ x 0 − x ∗ ∥ p 2 . B_p\le\left[\frac{1}{2}+\max\left\{\frac{4}{\alpha^2},\frac{C_\theta^2}{\alpha^2-C_\theta^2}\right\}\right]\lVert x_0-x_*\rVert_p^2. B p ≤ [ 2 1 + max { α 2 4 , α 2 − C θ 2 C θ 2 } ] ∥ x 0 − x ∗ ∥ p 2 .
Estimate (62) holds for arbitrary γ 1 > 0 \gamma_1>0 γ 1 > 0 and retains explicit dependence on γ 1 \gamma_1 γ 1 and Δ ( x 0 ) \Delta(x_0) Δ ( x 0 ) . Calibration yields (64) , which removes this dependence and the additional factors involving ( L p + H p Δ ( x 0 ) ν ) 2 / γ 1 2 (L_p+H_p\Delta(x_0)^\nu)^2/\gamma_1^2 ( L p + H p Δ ( x 0 ) ν ) 2 / γ 1 2 , thereby improving the dependence on L p L_p L p and H p H_p H p in the upper bound on Γ 0 B p \Gamma_0B_p Γ 0 B p .
Remark 5 (Convergence rate under Calibration 1). This remark aims to confirm the convergence rate stated earlier in (23) . Under the assumptions of Theorem 2, with 0 ≤ ν < 1 0\le\nu<1 0 ≤ ν < 1 , choose γ 1 \gamma_1 γ 1 using Calibration 1. Remarks 3 and 4 then bound B p B_p B p and Γ 0 B p \Gamma_0B_p Γ 0 B p , respectively. Substituting these estimates into (53) yields the following explicit convergence bound for every integer T ≥ 2 T\ge2 T ≥ 2 :
f ( x T ) − f ∗ ≤ 2 m m T m ( α 2 + 3 α 2 ) [ 1 2 + max { 4 α 2 , C θ 2 α 2 − C θ 2 } ] [ 2 L p ∥ x 0 − x ∗ ∥ p 2 + ( 2 H p ∥ x 0 − x ∗ ∥ p 2 ) 1 1 − ν ] + 2 m m 2 m Γ 1 T 3 − 2 / q [ 1 2 + max { 4 α 2 , C θ 2 α 2 − C θ 2 } ] L p ∥ x 0 − x ∗ ∥ p 2 + { 2 m ( 1 + ν ) m 2 m Γ 1 C [ 1 2 + max { 4 α 2 , C θ 2 α 2 − C θ 2 } ] } 1 1 − ν ( H p ∥ x 0 − x ∗ ∥ p 2 ) 1 1 − ν r m , ν , q ( T ) , \begin{aligned}
f(x_T)-f_* &\le\frac{2m^m}{T^m}\left(\alpha^2+\frac{3\alpha}{\sqrt{2}}\right)\left[\frac{1}{2}+\max\left\{\frac{4}{\alpha^2},\frac{C_\theta^2}{\alpha^2-C_\theta^2}\right\}\right]\left[2L_p\lVert x_0-x_*\rVert_p^2+(2H_p\lVert x_0-x_*\rVert_p^2)^{\frac{1}{1-\nu}}\right]\\
&\quad+\frac{2^m m^2m\Gamma_1}{T^{3-2/q}}\left[\frac{1}{2}+\max\left\{\frac{4}{\alpha^2},\frac{C_\theta^2}{\alpha^2-C_\theta^2}\right\}\right]L_p\lVert x_0-x_*\rVert_p^2\\
&\quad+\left\{2^{m(1+\nu)}m^2m\Gamma_1C\left[\frac{1}{2}+\max\left\{\frac{4}{\alpha^2},\frac{C_\theta^2}{\alpha^2-C_\theta^2}\right\}\right]\right\}^{\frac{1}{1-\nu}}(H_p\lVert x_0-x_*\rVert_p^2)^{\frac{1}{1-\nu}}r_{m,\nu,q}(T),
\end{aligned} f ( x T ) − f ∗ ≤ T m 2 m m ( α 2 + 2 3 α ) [ 2 1 + max { α 2 4 , α 2 − C θ 2 C θ 2 } ] [ 2 L p ∥ x 0 − x ∗ ∥ p 2 + ( 2 H p ∥ x 0 − x ∗ ∥ p 2 ) 1 − ν 1 ] + T 3 − 2/ q 2 m m 2 m Γ 1 [ 2 1 + max { α 2 4 , α 2 − C θ 2 C θ 2 } ] L p ∥ x 0 − x ∗ ∥ p 2 + { 2 m ( 1 + ν ) m 2 m Γ 1 C [ 2 1 + max { α 2 4 , α 2 − C θ 2 C θ 2 } ] } 1 − ν 1 ( H p ∥ x 0 − x ∗ ∥ p 2 ) 1 − ν 1 r m , ν , q ( T ) ,
where C C C and r m , ν , q r_{m,\nu,q} r m , ν , q are defined in (54) . In addition, recall that Γ 1 = max { r a , ( 4 + a − 1 ) ( 1 + α ) 2 } \Gamma_1=\max\{r_a,(4+a^{-1})(1+\alpha)^2\} Γ 1 = max { r a , ( 4 + a − 1 ) ( 1 + α ) 2 } , defined in Lemma 6, is independent of γ 1 \gamma_1 γ 1 . This calibration sharpens the upper bounds on both Γ 0 B p \Gamma_0B_p Γ 0 B p and B p B_p B p , and consequently improves the dependence of the convergence bound on L p L_p L p and H p H_p H p .
Appendix
Proof of the q q q -norm expansion inequality
Proof of Lemma 1. When u = 0 u=0 u = 0 , (8) holds clearly. Suppose that ∥ u ∥ q > 0 \lVert u\rVert_q>0 ∥ u ∥ q > 0 . Lemma 9 gives
∥ u + v ∥ q q ≤ ∥ u ∥ q q + q ∑ i = 1 n ω q ( u i ) v i + 2 2 − q ∥ v ∥ q q = ∥ u ∥ q q + q ∥ u ∥ q 2 − q ⟨ J q ( u ) , v ⟩ + 2 2 − q ∥ v ∥ q q , (65) \lVert u+v\rVert_q^q\leq\lVert u\rVert_q^q+q\sum_{i=1}^{n}\omega_q(u_i)v_i+2^{2-q}\lVert v\rVert_q^q=\lVert u\rVert_q^q+\frac{q}{\lVert u\rVert_q^{2-q}}\langle J_q(u),v\rangle+2^{2-q}\lVert v\rVert_q^q, \tag*{(65)} ∥ u + v ∥ q q ≤ ∥ u ∥ q q + q i = 1 ∑ n ω q ( u i ) v i + 2 2 − q ∥ v ∥ q q = ∥ u ∥ q q + ∥ u ∥ q 2 − q q ⟨ J q ( u ) , v ⟩ + 2 2 − q ∥ v ∥ q q , (65)
where the last equality uses the definitions of ω q \omega_q ω q and J q J_q J q . Recall from (5) that ∥ J q ( u ) ∥ p = ∥ u ∥ q \lVert J_q(u)\rVert_p=\lVert u\rVert_q ∥ J q ( u ) ∥ p = ∥ u ∥ q . By this and Hölder’s inequality, one has ∣ ⟨ J q ( u ) , v ⟩ ∣ ≤ ∥ J q ( u ) ∥ p ∥ v ∥ q = ∥ u ∥ q ∥ v ∥ q \lvert\langle J_q(u),v\rangle\rvert\leq\lVert J_q(u)\rVert_p\lVert v\rVert_q=\lVert u\rVert_q\lVert v\rVert_q ∣⟨ J q ( u ) , v ⟩∣ ≤ ∥ J q ( u ) ∥ p ∥ v ∥ q = ∥ u ∥ q ∥ v ∥ q . We now derive a nonnegative upper bound for the first two terms on the right-hand side of the above inequality:
∥ u ∥ q q + q ∥ u ∥ q 2 − q ⟨ J q ( u ) , v ⟩ ≤ ∥ u ∥ q q + ⟨ J q ( u ) , v ⟩ q ∥ u ∥ q q = ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ⟨ J q ( u ) , v ⟩ 2 ∥ u ∥ q 2 ) q / 2 ≤ ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ v ∥ q 2 ) q / 2 , \begin{aligned}
\lVert u\rVert_q^q+\frac{q}{\lVert u\rVert_q^{2-q}}\langle J_q(u),v\rangle\leq\lVert u\rVert_q^q+\frac{\langle J_q(u),v\rangle^q}{\lVert u\rVert_q^q}=\left(\lVert u\rVert_q^2+2\langle J_q(u),v\rangle+\frac{\langle J_q(u),v\rangle^2}{\lVert u\rVert_q^2}\right)^{q/2} \\
&\leq\left(\lVert u\rVert_q^2+2\langle J_q(u),v\rangle+\lVert v\rVert_q^2\right)^{q/2},
\end{aligned} ∥ u ∥ q q + ∥ u ∥ q 2 − q q ⟨ J q ( u ) , v ⟩ ≤ ∥ u ∥ q q + ∥ u ∥ q q ⟨ J q ( u ) , v ⟩ q = ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ u ∥ q 2 ⟨ J q ( u ) , v ⟩ 2 ) q /2 ≤ ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ v ∥ q 2 ) q /2 ,
where the first inequality is due to the convexity of t ↦ ∣ t ∣ q t\mapsto\lvert t\rvert^q t ↦ ∣ t ∣ q . Combining this with (65) yields
∥ u + v ∥ q q ≤ ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ v ∥ q 2 ) q / 2 + 2 2 − q ∥ v ∥ q q . (66) \lVert u+v\rVert_q^q\leq\left(\lVert u\rVert_q^2+2\langle J_q(u),v\rangle+\lVert v\rVert_q^2\right)^{q/2}+2^{2-q}\lVert v\rVert_q^q. \tag*{(66)} ∥ u + v ∥ q q ≤ ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ v ∥ q 2 ) q /2 + 2 2 − q ∥ v ∥ q q . (66)
By Hölder’s inequality with conjugate exponents 2 / q 2/q 2/ q and 2 / ( 2 − q ) 2/(2-q) 2/ ( 2 − q ) , one has that a 1 b 1 + a 2 b 2 ≤ ( a 1 2 / q + a 2 2 / q ) q / 2 ( b 1 2 / ( 2 − q ) + b 2 2 / ( 2 − q ) ) ( 2 − q ) / 2 a_1b_1+a_2b_2\leq(a_1^{2/q}+a_2^{2/q})^{q/2}(b_1^{2/(2-q)}+b_2^{2/(2-q)})^{(2-q)/2} a 1 b 1 + a 2 b 2 ≤ ( a 1 2/ q + a 2 2/ q ) q /2 ( b 1 2/ ( 2 − q ) + b 2 2/ ( 2 − q ) ) ( 2 − q ) /2 for a 1 , b 1 , a 2 , b 2 ≥ 0 a_1,b_1,a_2,b_2\geq0 a 1 , b 1 , a 2 , b 2 ≥ 0 . Fix any c ∈ ( 0 , 1 ) c\in(0,1) c ∈ ( 0 , 1 ) . By (66) and applying this Hölder’s inequality with
a 1 = ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ v ∥ q 2 ) q / 2 , a 2 = 2 2 − q c q / 2 ∥ v ∥ q q ( 1 − c q ) ( 2 − q ) / 2 , b 1 = c q / 2 , b 2 = ( 1 − c q ) ( 2 − q ) / 2 , a_1=\left(\lVert u\rVert_q^2+2\langle J_q(u),v\rangle+\lVert v\rVert_q^2\right)^{q/2},\qquad a_2=\frac{2^{2-q}c^{q/2}\lVert v\rVert_q^q}{(1-c^q)^{(2-q)/2}},\qquad b_1=c^{q/2},\qquad b_2=(1-c^q)^{(2-q)/2}, a 1 = ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ v ∥ q 2 ) q /2 , a 2 = ( 1 − c q ) ( 2 − q ) /2 2 2 − q c q /2 ∥ v ∥ q q , b 1 = c q /2 , b 2 = ( 1 − c q ) ( 2 − q ) /2 ,
we obtain
c q / 2 ∥ u + v ∥ q q ≤ c q / 2 ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ v ∥ q 2 ) q / 2 + ( 1 − c q ) ( 2 − q ) / 2 2 2 − q c q / 2 ∥ v ∥ q q ( 1 − c q ) ( 2 − q ) / 2 ≤ ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ v ∥ q 2 + ( 2 2 − q c q / 2 ∥ v ∥ q q ( 1 − c q ) ( 2 − q ) / 2 ) 2 / q ) q / 2 = ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ( 1 + 2 2 / r q c ( 1 − c q ) 1 / r q ) ∥ v ∥ q 2 ) q / 2 , \begin{aligned}
c^{q/2}\lVert u+v\rVert_q^q\leq c^{q/2}\left(\lVert u\rVert_q^2+2\langle J_q(u),v\rangle+\lVert v\rVert_q^2\right)^{q/2}+(1-c^q)^{(2-q)/2}\frac{2^{2-q}c^{q/2}\lVert v\rVert_q^q}{(1-c^q)^{(2-q)/2}} \\
&\leq\left(\lVert u\rVert_q^2+2\langle J_q(u),v\rangle+\lVert v\rVert_q^2+\left(\frac{2^{2-q}c^{q/2}\lVert v\rVert_q^q}{(1-c^q)^{(2-q)/2}}\right)^{2/q}\right)^{q/2} \\
&=\left(\lVert u\rVert_q^2+2\langle J_q(u),v\rangle+\left(1+\frac{2^{2/r_q}c}{(1-c^q)^{1/r_q}}\right)\lVert v\rVert_q^2\right)^{q/2},
\end{aligned} c q /2 ∥ u + v ∥ q q ≤ c q /2 ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ v ∥ q 2 ) q /2 + ( 1 − c q ) ( 2 − q ) /2 ( 1 − c q ) ( 2 − q ) /2 2 2 − q c q /2 ∥ v ∥ q q ≤ ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ∥ v ∥ q 2 + ( ( 1 − c q ) ( 2 − q ) /2 2 2 − q c q /2 ∥ v ∥ q q ) 2/ q q /2 = ( ∥ u ∥ q 2 + 2 ⟨ J q ( u ) , v ⟩ + ( 1 + ( 1 − c q ) 1/ r q 2 2/ r q c ) ∥ v ∥ q 2 ) q /2 ,
where we use the definition r q = q / ( 2 − q ) r_q=q/(2-q) r q = q / ( 2 − q ) . Raising both sides to the power 2 / q 2/q 2/ q and dividing by 2 2 2 proves (8) as desired.
Generalized local cocoercivity
Lemma 7. Suppose that f : R n → R f:\mathbb{R}^n\to\mathbb{R} f : R n → R is convex and continuously differentiable and attains its minimum value f ⋆ f_\star f ⋆ . Define Δ ( x ) : = f ( x ) − f ⋆ \Delta(x):=f(x)-f_\star Δ ( x ) := f ( x ) − f ⋆ , and fix an arbitrary optimal solution x ⋆ x_\star x ⋆ . Let p ∈ [ 2 , ∞ ] p\in[2,\infty] p ∈ [ 2 , ∞ ] and q ∈ [ 1 , 2 ] q\in[1,2] q ∈ [ 1 , 2 ] satisfy 1 / p + 1 / q = 1 1/p+1/q=1 1/ p + 1/ q = 1 , and let x c ∈ R n x_c\in\mathbb{R}^n x c ∈ R n be arbitrary. Fix any R > 0 R>0 R > 0 satisfying R ≥ ∥ x ⋆ − x c ∥ p R\geq\lVert x_\star-x_c\rVert_p R ≥ ∥ x ⋆ − x c ∥ p , and define
C p : = { x ∈ R n : ∥ x − x c ∥ p ≤ R } , C ‾ p : = { x ∈ R n : ∥ x − x c ∥ p ≤ 3 R } . C_p:=\{x\in\mathbb{R}^n:\lVert x-x_c\rVert_p\leq R\},\qquad\overline{C}_p:=\{x\in\mathbb{R}^n:\lVert x-x_c\rVert_p\leq3R\}. C p := { x ∈ R n : ∥ x − x c ∥ p ≤ R } , C p := { x ∈ R n : ∥ x − x c ∥ p ≤ 3 R } .
Then, for any L p , H p ≥ 0 L_p,H_p\geq0 L p , H p ≥ 0 and ν ∈ [ 0 , 1 ) \nu\in[0,1) ν ∈ [ 0 , 1 ) , the Lipschitz-type condition
∥ ∇ f ( u ) − ∇ f ( v ) ∥ q ≤ ( L p + H p max { Δ ( u ) , Δ ( v ) } ν ) ∥ u − v ∥ p ∀ u , v ∈ C ‾ p (67) \lVert\nabla f(u)-\nabla f(v)\rVert_q\leq\left(L_p+H_p\max\{\Delta(u),\Delta(v)\}^{\nu}\right)\lVert u-v\rVert_p\qquad\forall u,v\in\overline{C}_p \tag*{(67)} ∥ ∇ f ( u ) − ∇ f ( v ) ∥ q ≤ ( L p + H p max { Δ ( u ) , Δ ( v ) } ν ) ∥ u − v ∥ p ∀ u , v ∈ C p (67)
implies the cocoercivity-type condition
∥ ∇ f ( x ) − ∇ f ( y ) ∥ q 2 ≤ 2 ( L p + 2 ν H p max { Δ ( x ) , Δ ( y ) } ν ) D f ( x , y ) ∀ x , y ∈ C p . (68) \lVert\nabla f(x)-\nabla f(y)\rVert_q^2 \le2\left(L_p+2^\nu H_p\max\{\Delta(x),\Delta(y)\}^{\nu}\right)D_f(x,y) \qquad\forall x,y\in C_p. \tag*{(68)} ∥ ∇ f ( x ) − ∇ f ( y ) ∥ q 2 ≤ 2 ( L p + 2 ν H p max { Δ ( x ) , Δ ( y ) } ν ) D f ( x , y ) ∀ x , y ∈ C p . (68)
Proof. Suppose that (67) holds. We now prove (68) . Fix any x , y ∈ C p x,y\in C_p x , y ∈ C p . For convenience, denote
g x : = ∇ f ( x ) , g y : = ∇ f ( y ) , Φ x , y : = max { Δ ( x ) , Δ ( y ) } , g_x:=\nabla f(x),\qquad g_y:=\nabla f(y),\qquad\Phi_{x,y}:=\max\{\Delta(x),\Delta(y)\}, g x := ∇ f ( x ) , g y := ∇ f ( y ) , Φ x , y := max { Δ ( x ) , Δ ( y )} ,
M x , y : = L p + H p Φ x , y ν , M ‾ x , y : = L p + 2 ν H p Φ x , y ν . M_{x,y}:=L_p+H_p\Phi_{x,y}^{\nu},\qquad\overline{M}_{x,y}:=L_p+2^\nu H_p\Phi_{x,y}^{\nu}. M x , y := L p + H p Φ x , y ν , M x , y := L p + 2 ν H p Φ x , y ν .
The conclusion is immediate if g x = g y g_x=g_y g x = g y . Henceforth, suppose that g x ≠ g y g_x\ne g_y g x = g y , which implies Φ x , y > 0 \Phi_{x,y}>0 Φ x , y > 0 . For any z ∈ C p z\in C_p z ∈ C p and any v ∈ R n v\in\mathbb{R}^n v ∈ R n with ∥ v ∥ p = 1 \lVert v\rVert_p=1 ∥ v ∥ p = 1 , we define φ z , v ( s ) : = Δ ( z − s v ) \varphi_{z,v}(s):=\Delta(z-sv) φ z , v ( s ) := Δ ( z − s v ) for all s ≥ 0 s\ge0 s ≥ 0 . Taking the derivative, we have φ z , v ′ ( s ) = − ⟨ ∇ f ( z − s v ) , v ⟩ \varphi'_{z,v}(s)=-\langle\nabla f(z-sv),v\rangle φ z , v ′ ( s ) = − ⟨ ∇ f ( z − s v ) , v ⟩ . By this, Hölder’s inequality, and (67) , one has
∣ φ z , v ′ ( s ) − φ z , v ′ ( r ) ∣ ≤ ∥ ∇ f ( z − s v ) − ∇ f ( z − r v ) ∥ q ≤ ( L p + H p max { φ z , v ( s ) , φ z , v ( r ) } ν ) ∣ s − r ∣ (69) \left|\varphi'_{z,v}(s)-\varphi'_{z,v}(r)\right|\le\lVert\nabla f(z-sv)-\nabla f(z-rv)\rVert_q\le\left(L_p+H_p\max\{\varphi_{z,v}(s),\varphi_{z,v}(r)\}^{\nu}\right)|s-r| \tag*{(69)} φ z , v ′ ( s ) − φ z , v ′ ( r ) ≤ ∥ ∇ f ( z − s v ) − ∇ f ( z − r v ) ∥ q ≤ ( L p + H p max { φ z , v ( s ) , φ z , v ( r ) } ν ) ∣ s − r ∣ (69)
for all s , r ≥ 0 s,r\ge0 s , r ≥ 0 such that z − s v , z − r v ∈ C ‾ p z-sv,z-rv\in\overline{C}_p z − s v , z − r v ∈ C p . This one-dimensional Lipschitz-type condition will be used repeatedly below.
We first bound ∥ g y ∥ q \lVert g_y\rVert_q ∥ g y ∥ q in terms of the objective gap. Claim that
∥ g y ∥ q 2 ≤ 2 M x , y Φ x , y . (70) \lVert g_y\rVert_q^2\le2M_{x,y}\Phi_{x,y}. \tag*{(70)} ∥ g y ∥ q 2 ≤ 2 M x , y Φ x , y . (70)
This claim holds clearly if ∥ g y ∥ q = 0 \lVert g_y\rVert_q=0 ∥ g y ∥ q = 0 . Otherwise, let w ∈ R n w\in\mathbb{R}^n w ∈ R n be such that ∥ w ∥ p = 1 \lVert w\rVert_p=1 ∥ w ∥ p = 1 and ⟨ g y , w ⟩ = ∥ g y ∥ q > 0 \langle g_y,w\rangle=\lVert g_y\rVert_q>0 ⟨ g y , w ⟩ = ∥ g y ∥ q > 0 . Since ∇ f ( x ∗ ) = 0 \nabla f(x_*)=0 ∇ f ( x ∗ ) = 0 and x ∗ ∈ C p x_*\in C_p x ∗ ∈ C p , it follows from (67) that
∥ g y ∥ q ≤ M x , y ∥ y − x ∗ ∥ p ≤ 2 M x , y R . \lVert g_y\rVert_q\le M_{x,y}\lVert y-x_*\rVert_p\le2M_{x,y}R. ∥ g y ∥ q ≤ M x , y ∥ y − x ∗ ∥ p ≤ 2 M x , y R .
Thus, setting s x , y : = ∥ g y ∥ q / M x , y s_{x,y}:=\lVert g_y\rVert_q/M_{x,y} s x , y := ∥ g y ∥ q / M x , y , we have { y − s w : 0 ≤ s ≤ s x , y } ⊂ C ‾ p \{y-sw:0\le s\le s_{x,y}\}\subset\overline{C}_p { y − s w : 0 ≤ s ≤ s x , y } ⊂ C p , since
∥ y − s w − x c ∥ p ≤ ∥ y − x c ∥ p + s ∥ w ∥ p ≤ R + s x , y ≤ 3 R ∀ s ∈ [ 0 , s x , y ] . \lVert y-sw-x_c\rVert_p\le\lVert y-x_c\rVert_p+s\lVert w\rVert_p\le R+s_{x,y}\le3R\qquad\forall s\in[0,s_{x,y}]. ∥ y − s w − x c ∥ p ≤ ∥ y − x c ∥ p + s ∥ w ∥ p ≤ R + s x , y ≤ 3 R ∀ s ∈ [ 0 , s x , y ] .
Then, applying (69) with ( z , v ) = ( y , w ) (z,v)=(y,w) ( z , v ) = ( y , w ) and r = 0 r=0 r = 0 and using φ y , w ( 0 ) = Δ ( y ) ≤ Φ x , y \varphi_{y,w}(0)=\Delta(y)\le\Phi_{x,y} φ y , w ( 0 ) = Δ ( y ) ≤ Φ x , y , we obtain
φ y , w ′ ( s ) ≤ φ y , w ′ ( 0 ) + ( L p + H p max { φ y , w ( s ) , Φ x , y } ν ) s ∀ s ∈ [ 0 , s x , y ] . (71) \varphi'_{y,w}(s)\le\varphi'_{y,w}(0)+\left(L_p+H_p\max\{\varphi_{y,w}(s),\Phi_{x,y}\}^{\nu}\right)s\qquad\forall s\in[0,s_{x,y}]. \tag*{(71)} φ y , w ′ ( s ) ≤ φ y , w ′ ( 0 ) + ( L p + H p max { φ y , w ( s ) , Φ x , y } ν ) s ∀ s ∈ [ 0 , s x , y ] . (71)
We next prove φ y , w ( s ) ≤ Φ x , y \varphi_{y,w}(s)\le\Phi_{x,y} φ y , w ( s ) ≤ Φ x , y for all s ∈ [ 0 , s x , y ] s\in[0,s_{x,y}] s ∈ [ 0 , s x , y ] and relate the coefficient of s s s in (71) to M x , y M_{x,y} M x , y . Notice from the definition of φ y , w \varphi_{y,w} φ y , w and the choice of w w w that φ y , w ′ ( 0 ) = − ∥ g y ∥ q < 0 \varphi'_{y,w}(0)=-\lVert g_y\rVert_q<0 φ y , w ′ ( 0 ) = − ∥ g y ∥ q < 0 . We show by contradiction that φ y , w ( s ) < φ y , w ( 0 ) \varphi_{y,w}(s)<\varphi_{y,w}(0) φ y , w ( s ) < φ y , w ( 0 ) for all s ∈ ( 0 , s x , y ] s\in(0,s_{x,y}] s ∈ ( 0 , s x , y ] . Otherwise, there exists an s 0 ∈ ( 0 , s x , y ] s_0\in(0,s_{x,y}] s 0 ∈ ( 0 , s x , y ] such that φ y , w ( s 0 ) = φ y , w ( 0 ) \varphi_{y,w}(s_0)=\varphi_{y,w}(0) φ y , w ( s 0 ) = φ y , w ( 0 ) and φ y , w ( s ) < φ y , w ( 0 ) \varphi_{y,w}(s)<\varphi_{y,w}(0) φ y , w ( s ) < φ y , w ( 0 ) for all s ∈ ( 0 , s 0 ) s\in(0,s_0) s ∈ ( 0 , s 0 ) . Therefore, φ y , w ( s ) ≤ φ y , w ( 0 ) ≤ Φ x , y \varphi_{y,w}(s)\le\varphi_{y,w}(0)\le\Phi_{x,y} φ y , w ( s ) ≤ φ y , w ( 0 ) ≤ Φ x , y for all s ∈ [ 0 , s 0 ] s\in[0,s_0] s ∈ [ 0 , s 0 ] . By this and (71) , one has
φ y , w ′ ( s ) ≤ φ y , w ′ ( 0 ) + ( L p + H p Φ x , y ν ) s = φ y , w ′ ( 0 ) + M x , y s = − ∥ g y ∥ q + M x , y s ∀ s ∈ [ 0 , s 0 ] . \varphi'_{y,w}(s)\le\varphi'_{y,w}(0)+(L_p+H_p\Phi_{x,y}^{\nu})s=\varphi'_{y,w}(0)+M_{x,y}s=-\lVert g_y\rVert_q+M_{x,y}s\qquad\forall s\in[0,s_0]. φ y , w ′ ( s ) ≤ φ y , w ′ ( 0 ) + ( L p + H p Φ x , y ν ) s = φ y , w ′ ( 0 ) + M x , y s = − ∥ g y ∥ q + M x , y s ∀ s ∈ [ 0 , s 0 ] .
Integrating this inequality over s ∈ [ 0 , s 0 ] s\in[0,s_0] s ∈ [ 0 , s 0 ] , we obtain φ y , w ( s 0 ) ≤ φ y , w ( 0 ) − ∥ g y ∥ q s 0 + M x , y s 0 2 / 2 < φ y , w ( 0 ) \varphi_{y,w}(s_0)\le\varphi_{y,w}(0)-\lVert g_y\rVert_qs_0+M_{x,y}s_0^2/2<\varphi_{y,w}(0) φ y , w ( s 0 ) ≤ φ y , w ( 0 ) − ∥ g y ∥ q s 0 + M x , y s 0 2 /2 < φ y , w ( 0 ) , where the strict inequality follows from s 0 ∈ ( 0 , s x , y ] s_0\in(0,s_{x,y}] s 0 ∈ ( 0 , s x , y ] and s x , y = ∥ g y ∥ q / M x , y s_{x,y}=\lVert g_y\rVert_q/M_{x,y} s x , y = ∥ g y ∥ q / M x , y . This contradicts φ y , w ( s 0 ) = φ y , w ( 0 ) \varphi_{y,w}(s_0)=\varphi_{y,w}(0) φ y , w ( s 0 ) = φ y , w ( 0 ) . Hence, φ y , w ( s ) ≤ φ y , w ( 0 ) ≤ Φ x , y \varphi_{y,w}(s)\le\varphi_{y,w}(0)\le\Phi_{x,y} φ y , w ( s ) ≤ φ y , w ( 0 ) ≤ Φ x , y for all s ∈ [ 0 , s x , y ] s\in[0,s_{x,y}] s ∈ [ 0 , s x , y ] . Combining this with (71) , we obtain
φ y , w ′ ( s ) ≤ φ y , w ′ ( 0 ) + ( L p + H p Φ x , y ν ) s = − ∥ g y ∥ q + M x , y s ∀ s ∈ [ 0 , s x , y ] . \varphi'_{y,w}(s)\le\varphi'_{y,w}(0)+(L_p+H_p\Phi_{x,y}^{\nu})s=-\lVert g_y\rVert_q+M_{x,y}s\qquad\forall s\in[0,s_{x,y}]. φ y , w ′ ( s ) ≤ φ y , w ′ ( 0 ) + ( L p + H p Φ x , y ν ) s = − ∥ g y ∥ q + M x , y s ∀ s ∈ [ 0 , s x , y ] .
Integrating this inequality over s ∈ [ 0 , s x , y ] s\in[0,s_{x,y}] s ∈ [ 0 , s x , y ] , we obtain
φ y , w ( s x , y ) ≤ φ y , w ( 0 ) − ∥ g y ∥ q s x , y + M x , y 2 s x , y 2 = φ y , w ( 0 ) − ∥ g y ∥ q 2 2 M x , y ≤ Φ x , y − ∥ g y ∥ q 2 2 M x , y . \varphi_{y,w}(s_{x,y})\le\varphi_{y,w}(0)-\lVert g_y\rVert_qs_{x,y}+\frac{M_{x,y}}{2}s_{x,y}^2=\varphi_{y,w}(0)-\frac{\lVert g_y\rVert_q^2}{2M_{x,y}}\le\Phi_{x,y}-\frac{\lVert g_y\rVert_q^2}{2M_{x,y}}. φ y , w ( s x , y ) ≤ φ y , w ( 0 ) − ∥ g y ∥ q s x , y + 2 M x , y s x , y 2 = φ y , w ( 0 ) − 2 M x , y ∥ g y ∥ q 2 ≤ Φ x , y − 2 M x , y ∥ g y ∥ q 2 .
Together with φ y , w ( s x , y ) ≥ 0 \varphi_{y,w}(s_{x,y}) \ge0 φ y , w ( s x , y ) ≥ 0 , which follows from the definition of φ y , w \varphi_{y,w} φ y , w , this yields the claim (70) .
We are now ready to prove (68) . Let u ∈ R n u \in\mathbb{R}^{n} u ∈ R n be such that ∥ u ∥ p = 1 \lVert u\rVert_{p}=1 ∥ u ∥ p = 1 and ⟨ g x − g y , u ⟩ = ∥ g x − g y ∥ q \langle g_{x}-g_{y},u\rangle=\lVert g_{x}-g_{y}\rVert_{q} ⟨ g x − g y , u ⟩ = ∥ g x − g y ∥ q . By x , y ∈ C p ⊂ C ‾ p x,y\in C_{p}\subset\overline{C}_{p} x , y ∈ C p ⊂ C p , one has from (67) that
∥ g x − g y ∥ q ≤ M x , y ∥ x − y ∥ p ≤ 2 M x , y R . (72) \lVert g_{x}-g_{y}\rVert_{q}\le M_{x,y}\lVert x-y\rVert_{p}\le2M_{x,y}R. \tag*{(72)} ∥ g x − g y ∥ q ≤ M x , y ∥ x − y ∥ p ≤ 2 M x , y R . (72)
Since g x ≠ g y g_{x}\ne g_{y} g x = g y , it then follows that M x , y > 0 M_{x,y}>0 M x , y > 0 , and hence M ~ x , y ≥ M x , y > 0 \widetilde{M}_{x,y}\ge M_{x,y}>0 M x , y ≥ M x , y > 0 . Set t x , y : = ∥ g x − g y ∥ q / M ~ x , y t_{x,y}:=\lVert g_{x}-g_{y}\rVert_{q}/\widetilde{M}_{x,y} t x , y := ∥ g x − g y ∥ q / M x , y . By (72) , we have t x , y ≤ 2 R t_{x,y}\le2R t x , y ≤ 2 R . Thus, { x − s u : 0 ≤ s ≤ t x , y } ⊂ C ‾ p \{x-su:0\le s\le t_{x,y}\}\subset\overline{C}_{p} { x − s u : 0 ≤ s ≤ t x , y } ⊂ C p , since
∥ x − s u − x c ∥ p ≤ ∥ x − x c ∥ p + s ∥ u ∥ p ≤ R + t x , y ≤ 3 R ∀ s ∈ [ 0 , t x , y ] . \lVert x-su-x_{c}\rVert_{p}\le\lVert x-x_{c}\rVert_{p}+s\lVert u\rVert_{p}\le R+t_{x,y}\le3R\qquad\forall s\in[0,t_{x,y}]. ∥ x − s u − x c ∥ p ≤ ∥ x − x c ∥ p + s ∥ u ∥ p ≤ R + t x , y ≤ 3 R ∀ s ∈ [ 0 , t x , y ] .
Then, applying (69) with ( z , v ) = ( x , u ) (z,v)=(x,u) ( z , v ) = ( x , u ) and r = 0 r=0 r = 0 , and using φ x , u ( 0 ) = Δ ( x ) ≤ Φ x , y \varphi_{x,u}(0)=\Delta(x)\le\Phi_{x,y} φ x , u ( 0 ) = Δ ( x ) ≤ Φ x , y , we obtain
φ x , u ′ ( s ) ≤ φ x , u ′ ( 0 ) + ( L p + H p max { φ x , u ( s ) , Φ x , y } ) ν s ∀ s ∈ [ 0 , t x , y ] . (73) \varphi'_{x,u}(s)\le\varphi'_{x,u}(0)+(L_{p}+H_{p}\max\{\varphi_{x,u}(s),\Phi_{x,y}\})^{\nu}s\qquad\forall s\in[0,t_{x,y}]. \tag*{(73)} φ x , u ′ ( s ) ≤ φ x , u ′ ( 0 ) + ( L p + H p max { φ x , u ( s ) , Φ x , y } ) ν s ∀ s ∈ [ 0 , t x , y ] . (73)
Claim that
φ x , u ( s ) ≤ 2 Φ x , y ∀ s ∈ [ 0 , t x , y ] . (74) \varphi_{x,u}(s)\le2\Phi_{x,y}\qquad\forall s\in[0,t_{x,y}]. \tag*{(74)} φ x , u ( s ) ≤ 2 Φ x , y ∀ s ∈ [ 0 , t x , y ] . (74)
Suppose for contradiction that this bound fails. Since φ x , u ( 0 ) ≤ Φ x , y < 2 Φ x , y \varphi_{x,u}(0)\le\Phi_{x,y}<2\Phi_{x,y} φ x , u ( 0 ) ≤ Φ x , y < 2 Φ x , y , continuity implies that there exists an s 0 ∈ ( 0 , t x , y ) s_{0}\in(0,t_{x,y}) s 0 ∈ ( 0 , t x , y ) such that φ x , u ( s 0 ) = 2 Φ x , y \varphi_{x,u}(s_{0})=2\Phi_{x,y} φ x , u ( s 0 ) = 2 Φ x , y and φ x , u ( s ) ≤ 2 Φ x , y \varphi_{x,u}(s)\le2\Phi_{x,y} φ x , u ( s ) ≤ 2 Φ x , y for all s ∈ [ 0 , s 0 ] s\in[0,s_{0}] s ∈ [ 0 , s 0 ] . Combining this with (73) yields φ x , u ′ ( s ) ≤ φ x , u ′ ( 0 ) + M ~ x , y s \varphi'_{x,u}(s)\le\varphi'_{x,u}(0)+\widetilde{M}_{x,y}s φ x , u ′ ( s ) ≤ φ x , u ′ ( 0 ) + M x , y s for all s ∈ [ 0 , s 0 ] s\in[0,s_{0}] s ∈ [ 0 , s 0 ] . By the choice of u u u and Hölder’s inequality, one has
φ x , u ′ ( 0 ) = − ⟨ g x , u ⟩ = − ∥ g x − g y ∥ q − ⟨ g y , u ⟩ ≤ ∥ g y ∥ q − ∥ g x − g y ∥ q . \varphi'_{x,u}(0)=-\langle g_{x},u\rangle=-\lVert g_{x}-g_{y}\rVert_{q}-\langle g_{y},u\rangle\le\lVert g_{y}\rVert_{q}-\lVert g_{x}-g_{y}\rVert_{q}. φ x , u ′ ( 0 ) = − ⟨ g x , u ⟩ = − ∥ g x − g y ∥ q − ⟨ g y , u ⟩ ≤ ∥ g y ∥ q − ∥ g x − g y ∥ q .
For convenience, denote
U ( t ) : = Φ x , y + ( ∥ g y ∥ q − ∥ g x − g y ∥ q ) t + M ~ x , y 2 t 2 ∀ t ∈ [ 0 , t x , y ] . U(t):=\Phi_{x,y}+(\lVert g_{y}\rVert_{q}-\lVert g_{x}-g_{y}\rVert_{q})t+\frac{\widetilde{M}_{x,y}}{2}t^{2}\qquad\forall t\in[0,t_{x,y}]. U ( t ) := Φ x , y + (∥ g y ∥ q − ∥ g x − g y ∥ q ) t + 2 M x , y t 2 ∀ t ∈ [ 0 , t x , y ] .
Then, by φ x , u ( s ) ≤ 2 Φ x , y \varphi_{x,u}(s)\le2\Phi_{x,y} φ x , u ( s ) ≤ 2 Φ x , y for all s ∈ [ 0 , s 0 ] s\in[0,s_{0}] s ∈ [ 0 , s 0 ] and integrating (73) over s ∈ [ 0 , s 0 ] s\in[0,s_{0}] s ∈ [ 0 , s 0 ] , we obtain
φ x , u ( s 0 ) ≤ φ x , u ( 0 ) + φ x , u ′ ( 0 ) s 0 + ( L p + 2 ν H p Φ x , y ν ) s 0 2 2 ≤ U ( s 0 ) . (75) \varphi_{x,u}(s_{0})\le\varphi_{x,u}(0)+\varphi'_{x,u}(0)s_{0}+(L_{p}+2^{\nu}H_{p}\Phi_{x,y}^{\nu})\frac{s_{0}^{2}}{2}\le U(s_{0}). \tag*{(75)} φ x , u ( s 0 ) ≤ φ x , u ( 0 ) + φ x , u ′ ( 0 ) s 0 + ( L p + 2 ν H p Φ x , y ν ) 2 s 0 2 ≤ U ( s 0 ) . (75)
On the other hand, by the definitions of U U U and t x , y t_{x,y} t x , y , we have
U ( 0 ) = Φ x , y , U ( t x , y ) = Φ x , y + ∥ g y ∥ q ∥ g x − g y ∥ q M ~ x , y − ∥ g x − g y ∥ q 2 2 M ~ x , y ≤ Φ x , y + ∥ g y ∥ q 2 2 M ~ x , y ≤ 2 Φ x , y , U(0)=\Phi_{x,y},\qquad U(t_{x,y})=\Phi_{x,y}+\frac{\lVert g_{y}\rVert_{q}\lVert g_{x}-g_{y}\rVert_{q}}{\widetilde{M}_{x,y}}-\frac{\lVert g_{x}-g_{y}\rVert_{q}^{2}}{2\widetilde{M}_{x,y}}\le\Phi_{x,y}+\frac{\lVert g_{y}\rVert_{q}^{2}}{2\widetilde{M}_{x,y}}\le2\Phi_{x,y}, U ( 0 ) = Φ x , y , U ( t x , y ) = Φ x , y + M x , y ∥ g y ∥ q ∥ g x − g y ∥ q − 2 M x , y ∥ g x − g y ∥ q 2 ≤ Φ x , y + 2 M x , y ∥ g y ∥ q 2 ≤ 2 Φ x , y ,
where the first inequality follows by completing the square, and the second inequality follows from (70) and M x , y ≤ M ~ x , y M_{x,y}\le\widetilde{M}_{x,y} M x , y ≤ M x , y . By convexity of U U U and the fact that s 0 ∈ [ 0 , t x , y ) s_{0}\in[0,t_{x,y}) s 0 ∈ [ 0 , t x , y ) , one has
U ( s 0 ) ≤ ( 1 − s 0 t x , y ) U ( 0 ) + s 0 t x , y U ( t x , y ) ≤ ( 1 + s 0 t x , y ) Φ x , y < 2 Φ x , y , U(s_{0})\le\left(1-\frac{s_{0}}{t_{x,y}}\right)U(0)+\frac{s_{0}}{t_{x,y}}U(t_{x,y})\le\left(1+\frac{s_{0}}{t_{x,y}}\right)\Phi_{x,y}<2\Phi_{x,y}, U ( s 0 ) ≤ ( 1 − t x , y s 0 ) U ( 0 ) + t x , y s 0 U ( t x , y ) ≤ ( 1 + t x , y s 0 ) Φ x , y < 2 Φ x , y ,
which along with (75) implies φ x , u ( s 0 ) ≤ U ( s 0 ) < 2 Φ x , y \varphi_{x,u}(s_{0})\le U(s_{0})<2\Phi_{x,y} φ x , u ( s 0 ) ≤ U ( s 0 ) < 2 Φ x , y . This contradicts φ x , u ( s 0 ) = 2 Φ x , y \varphi_{x,u}(s_{0})=2\Phi_{x,y} φ x , u ( s 0 ) = 2 Φ x , y . Hence, the claim (74) holds.
Combining (74) with (73) , we obtain
φ x , u ′ ( s ) ≤ φ x , u ′ ( 0 ) + ( L p + 2 ν H p Φ x , y ν ) s = φ x , u ′ ( 0 ) + M ~ x , y s ∀ s ∈ [ 0 , t x , y ] . (76) \varphi'_{x,u}(s)\le\varphi'_{x,u}(0)+(L_{p}+2^{\nu}H_{p}\Phi_{x,y}^{\nu})s=\varphi'_{x,u}(0)+\widetilde{M}_{x,y}s\qquad\forall s\in[0,t_{x,y}]. \tag*{(76)} φ x , u ′ ( s ) ≤ φ x , u ′ ( 0 ) + ( L p + 2 ν H p Φ x , y ν ) s = φ x , u ′ ( 0 ) + M x , y s ∀ s ∈ [ 0 , t x , y ] . (76)
Define h ( z ) : = f ( z ) − ⟨ g y , z ⟩ h(z) := f(z) - \langle g_y,z\rangle h ( z ) := f ( z ) − ⟨ g y , z ⟩ for all z ∈ R n z \in\mathbb{R}^n z ∈ R n . Since h h h is convex and ∇ h ( y ) = 0 \nabla h(y)=0 ∇ h ( y ) = 0 , y y y is a global minimizer of h h h . Moreover, by the definitions of h h h and φ x , u \varphi_{x,u} φ x , u , one has
h ( x ) − h ( y ) = D f ( x , y ) , ∇ h ( x ) = g x − g y , h ( x − s u ) − h ( x ) = φ x , u ( s ) − φ x , u ( 0 ) + s ⟨ g y , u ⟩ . (77) h(x)-h(y)=D_f(x,y),\quad\nabla h(x)=g_x-g_y,\quad h(x-su)-h(x)=\varphi_{x,u}(s)-\varphi_{x,u}(0)+s\langle g_y,u\rangle. \tag*{(77)} h ( x ) − h ( y ) = D f ( x , y ) , ∇ h ( x ) = g x − g y , h ( x − s u ) − h ( x ) = φ x , u ( s ) − φ x , u ( 0 ) + s ⟨ g y , u ⟩ . (77)
Integrating (76) over s ∈ [ 0 , t x , y ] s \in[0,t_{x,y}] s ∈ [ 0 , t x , y ] and using φ x , u ′ ( 0 ) = − ⟨ g x , u ⟩ \varphi'_{x,u}(0)=-\langle g_x,u\rangle φ x , u ′ ( 0 ) = − ⟨ g x , u ⟩ , we obtain
h ( x − t x , y u ) − h ( x ) ≤ − t x , y ⟨ g x − g y , u ⟩ + M ~ x , y 2 t x , y 2 = − ∥ g x − g y ∥ q t x , y + M ~ x , y 2 t x , y 2 . h(x-t_{x,y}u)-h(x)\leq-t_{x,y}\langle g_x-g_y,u\rangle+\frac{\widetilde{M}_{x,y}}{2}t_{x,y}^2=-\lVert g_x-g_y\rVert_q t_{x,y}+\frac{\widetilde{M}_{x,y}}{2}t_{x,y}^2. h ( x − t x , y u ) − h ( x ) ≤ − t x , y ⟨ g x − g y , u ⟩ + 2 M x , y t x , y 2 = − ∥ g x − g y ∥ q t x , y + 2 M x , y t x , y 2 .
Since y y y is a global minimizer of h h h , we have h ( y ) ≤ h ( x − t x , y u ) h(y)\leq h(x-t_{x,y}u) h ( y ) ≤ h ( x − t x , y u ) . Therefore,
D f ( x , y ) = h ( x ) − h ( y ) ≥ ∥ g x − g y ∥ q t x , y − M ~ x , y 2 t x , y 2 = ∥ g x − g y ∥ q 2 2 M ~ x , y . D_f(x,y)=h(x)-h(y)\geq\lVert g_x-g_y\rVert_q t_{x,y}-\frac{\widetilde{M}_{x,y}}{2}t_{x,y}^2=\frac{\lVert g_x-g_y\rVert_q^2}{2\widetilde{M}_{x,y}}. D f ( x , y ) = h ( x ) − h ( y ) ≥ ∥ g x − g y ∥ q t x , y − 2 M x , y t x , y 2 = 2 M x , y ∥ g x − g y ∥ q 2 .
Multiplying both sides by 2 M ~ x , y 2\widetilde{M}_{x,y} 2 M x , y proves (68) as desired.
Proof of the calibration bound
Proof of (22) . Since γ 1 \gamma_1 γ 1 is accepted and f ( x 1 ) ≥ f ∗ f(x_1)\geq f_* f ( x 1 ) ≥ f ∗ , the sufficient-decrease condition gives ∥ g 0 ∥ q 2 2 γ 1 ≤ Δ ( x 0 ) \frac{\lVert g_0\rVert_q^2}{2\gamma_1}\leq\Delta(x_0) 2 γ 1 ∥ g 0 ∥ q 2 ≤ Δ ( x 0 ) , which proves the lower bound.
For the upper bound, we first show that the rejected trial x 1 ( γ 1 / 2 ) x_1(\gamma_1/2) x 1 ( γ 1 /2 ) belongs to S p S_p S p defined in (27) . By convexity, for any minimizer x ∗ x_* x ∗ , we have Δ ( x 0 ) ≤ ⟨ g 0 , x 0 − x ∗ ⟩ ≤ ∥ g 0 ∥ q ∥ x 0 − x ∗ ∥ p \Delta(x_0)\leq\langle g_0,x_0-x_*\rangle\leq\lVert g_0\rVert_q\lVert x_0-x_*\rVert_p Δ ( x 0 ) ≤ ⟨ g 0 , x 0 − x ∗ ⟩ ≤ ∥ g 0 ∥ q ∥ x 0 − x ∗ ∥ p . Combining (5) with the lower bound above yields
∥ x 1 ( γ 1 / 2 ) − x 0 ∥ p = 2 ∥ g 0 ∥ q γ 1 ≤ 4 Δ ( x 0 ) ∥ g 0 ∥ q ≤ 4 ∥ x 0 − x ∗ ∥ p . \lVert x_1(\gamma_1/2)-x_0\rVert_p=\frac{2\lVert g_0\rVert_q}{\gamma_1}\leq\frac{4\Delta(x_0)}{\lVert g_0\rVert_q}\leq4\lVert x_0-x_*\rVert_p. ∥ x 1 ( γ 1 /2 ) − x 0 ∥ p = γ 1 2 ∥ g 0 ∥ q ≤ ∥ g 0 ∥ q 4Δ ( x 0 ) ≤ 4 ∥ x 0 − x ∗ ∥ p .
On the other hand, (25) and α > C θ > 4 \alpha>C_\theta>4 α > C θ > 4 imply
α ρ ‾ ≥ α C θ α 2 − C θ 2 ∥ x 0 − x ∗ ∥ p > 4 ∥ x 0 − x ∗ ∥ p . \alpha\overline{\rho}\geq\frac{\alpha C_\theta}{\sqrt{\alpha^2-C_\theta^2}}\lVert x_0-x_*\rVert_p>4\lVert x_0-x_*\rVert_p. α ρ ≥ α 2 − C θ 2 α C θ ∥ x 0 − x ∗ ∥ p > 4 ∥ x 0 − x ∗ ∥ p .
Hence x 1 ( γ 1 / 2 ) ∈ S p x_1(\gamma_1/2)\in S_p x 1 ( γ 1 /2 ) ∈ S p . Second, we show that every trial γ ≥ max { γ 1 / 2 , L p + H p Δ ( x 0 ) ν } \gamma\geq\max\{\gamma_1/2,L_p+H_p\Delta(x_0)^\nu\} γ ≥ max { γ 1 /2 , L p + H p Δ ( x 0 ) ν } satisfies the sufficient-decrease condition. Define
z ( t ) = x 0 + t γ J q ( − g 0 ) , t ∈ [ 0 , 1 ] . z(t)=x_0+\frac{t}{\gamma}J_q(-g_0),\qquad t\in[0,1]. z ( t ) = x 0 + γ t J q ( − g 0 ) , t ∈ [ 0 , 1 ] .
Since S p S_p S p is convex and contains x 0 x_0 x 0 and x 1 ( γ 1 / 2 ) x_1(\gamma_1/2) x 1 ( γ 1 /2 ) , we have z ( t ) ∈ S p z(t)\in S_p z ( t ) ∈ S p for all t ∈ [ 0 , 1 ] t\in[0,1] t ∈ [ 0 , 1 ] . Suppose that f ( z ( t ) ) ≥ f ( x 0 ) f(z(t))\geq f(x_0) f ( z ( t )) ≥ f ( x 0 ) for some t ∈ ( 0 , 1 ] t\in(0,1] t ∈ ( 0 , 1 ] . Since
d d t f ( z ( t ) ) ∣ t = 0 = − ∥ g 0 ∥ q 2 γ < 0 , \left.\frac{\mathrm{d}}{\mathrm{d}t}f(z(t))\right|_{t=0}=-\frac{\lVert g_0\rVert_q^2}{\gamma}<0, d t d f ( z ( t )) t = 0 = − γ ∥ g 0 ∥ q 2 < 0 ,
there exists a first t 0 ∈ ( 0 , 1 ] t_0\in(0,1] t 0 ∈ ( 0 , 1 ] such that f ( z ( t 0 ) ) = f ( x 0 ) f(z(t_0))=f(x_0) f ( z ( t 0 )) = f ( x 0 ) and f ( z ( t ) ) < f ( x 0 ) f(z(t))<f(x_0) f ( z ( t )) < f ( x 0 ) for all t ∈ ( 0 , t 0 ) t\in(0,t_0) t ∈ ( 0 , t 0 ) . Thus, for t ∈ [ 0 , t 0 ] t\in[0,t_0] t ∈ [ 0 , t 0 ] , Δ ( z ( t ) ) ≤ Δ ( x 0 ) \Delta(z(t))\leq\Delta(x_0) Δ ( z ( t )) ≤ Δ ( x 0 ) . By (10) , we have
∥ ∇ f ( z ( t ) ) − g 0 ∥ q ≤ ( L p + H p Δ ( x 0 ) ν ) ∥ z ( t ) − x 0 ∥ p = ( L p + H p Δ ( x 0 ) ν ) t γ ∥ g 0 ∥ q . \lVert\nabla f(z(t))-g_0\rVert_q\leq\left(L_p+H_p\Delta(x_0)^\nu\right)\lVert z(t)-x_0\rVert_p=\frac{\left(L_p+H_p\Delta(x_0)^\nu\right)t}{\gamma}\lVert g_0\rVert_q. ∥ ∇ f ( z ( t )) − g 0 ∥ q ≤ ( L p + H p Δ ( x 0 ) ν ) ∥ z ( t ) − x 0 ∥ p = γ ( L p + H p Δ ( x 0 ) ν ) t ∥ g 0 ∥ q .
Integrating along the segment and using (5) , we obtain
f ( z ( t 0 ) ) − f ( x 0 ) ≤ − t 0 γ ∥ g 0 ∥ q 2 + ( L p + H p Δ ( x 0 ) ν ) t 0 2 2 γ 2 ∥ g 0 ∥ q 2 ≤ − t 0 2 γ ∥ g 0 ∥ q 2 < 0 , f(z(t_0))-f(x_0)\leq-\frac{t_0}{\gamma}\lVert g_0\rVert_q^2+\frac{(L_p+H_p\Delta(x_0)^\nu)t_0^2}{2\gamma^2}\lVert g_0\rVert_q^2\leq-\frac{t_0}{2\gamma}\lVert g_0\rVert_q^2<0, f ( z ( t 0 )) − f ( x 0 ) ≤ − γ t 0 ∥ g 0 ∥ q 2 + 2 γ 2 ( L p + H p Δ ( x 0 ) ν ) t 0 2 ∥ g 0 ∥ q 2 ≤ − 2 γ t 0 ∥ g 0 ∥ q 2 < 0 ,
where the last inequality uses γ ≥ ( L p + H p Δ ( x 0 ) ν ) \gamma\ge(L_p + H_p\Delta(x_0)^\nu) γ ≥ ( L p + H p Δ ( x 0 ) ν ) and t 0 ≤ 1 t_0 \le1 t 0 ≤ 1 . This is a contradiction. Consequently, f ( z ( t ) ) ≤ f ( x 0 ) f(z(t)) \le f(x_0) f ( z ( t )) ≤ f ( x 0 ) throughout [ 0 , 1 ] [0,1] [ 0 , 1 ] . Applying the same estimate at t = 1 t=1 t = 1 gives
f ( x 1 ( γ ) ) ≤ f ( x 0 ) − ∥ g 0 ∥ q 2 γ + ( L p + H p Δ ( x 0 ) ν ) ∥ g 0 ∥ q 2 2 γ 2 ≤ f ( x 0 ) − ∥ g 0 ∥ q 2 2 γ . f(x_1(\gamma)) \le f(x_0) - \frac{\lVert g_0\rVert_q^2}{\gamma} + \frac{(L_p + H_p\Delta(x_0)^\nu)\lVert g_0\rVert_q^2}{2\gamma^2} \le f(x_0) - \frac{\lVert g_0\rVert_q^2}{2\gamma}. f ( x 1 ( γ )) ≤ f ( x 0 ) − γ ∥ g 0 ∥ q 2 + 2 γ 2 ( L p + H p Δ ( x 0 ) ν ) ∥ g 0 ∥ q 2 ≤ f ( x 0 ) − 2 γ ∥ g 0 ∥ q 2 .
Thus, every γ ≥ max { γ 1 / 2 , L p + H p Δ ( x 0 ) ν } \gamma\ge\max\{\gamma_1/2, L_p + H_p\Delta(x_0)^\nu\} γ ≥ max { γ 1 /2 , L p + H p Δ ( x 0 ) ν } is accepted. By the calibration procedure, the trial γ 1 / 2 \gamma_1/2 γ 1 /2 is rejected. Therefore, we obtain γ 1 < 2 ( L p + H p Δ ( x 0 ) ν ) \gamma_1 < 2(L_p + H_p\Delta(x_0)^\nu) γ 1 < 2 ( L p + H p Δ ( x 0 ) ν ) . This completes the proof.
Technical lemmas
Lemma 8. Let c A = ( m ( m − 1 ) m − 1 ) − 1 c_A = (m(m-1)^{m-1})^{-1} c A = ( m ( m − 1 ) m − 1 ) − 1 , and C h = 2 m − 1 / c A C_h = 2^{m-1}/c_A C h = 2 m − 1 / c A . For m ≥ 2 m \ge2 m ≥ 2 and k ≥ 2 k \ge2 k ≥ 2 , the weights λ k \lambda_k λ k and A k A_k A k in Algorithm 1 satisfy
1 ≤ λ k λ k − 1 ≤ e , c A k m ≤ A k ≤ k m , k m − 2 2 ( m − 1 ) 2 m − 2 ≤ h k : = λ k 2 2 A k − 1 ≤ C h k m − 2 . (78) 1 \le\frac{\lambda_k}{\lambda_{k-1}} \le e,\qquad c_A k^m \le A_k \le k^m,\qquad\frac{k^{m-2}}{2(m-1)^{2m-2}} \le h_k := \frac{\lambda_k^2}{2A_{k-1}} \le C_h k^{m-2}. \tag*{(78)} 1 ≤ λ k − 1 λ k ≤ e , c A k m ≤ A k ≤ k m , 2 ( m − 1 ) 2 m − 2 k m − 2 ≤ h k := 2 A k − 1 λ k 2 ≤ C h k m − 2 . (78)
Proof. We prove the results given in (78) one by one. First, for k ≥ 2 k \ge2 k ≥ 2 , using the update of λ k \lambda_k λ k in (17) , the first inequality can be verified directly by
1 ≤ λ k λ k − 1 = ( k + m − 2 k + m − 3 ) m − 1 ≤ ( 1 + 1 m − 1 ) m − 1 ≤ e . 1 \le\frac{\lambda_k}{\lambda_{k-1}} = \left(\frac{k+m-2}{k+m-3}\right)^{m-1} \le\left(1+\frac{1}{m-1}\right)^{m-1} \le e. 1 ≤ λ k − 1 λ k = ( k + m − 3 k + m − 2 ) m − 1 ≤ ( 1 + m − 1 1 ) m − 1 ≤ e .
Second, for every k ≥ 1 k \ge1 k ≥ 1 , we have k m − 1 ≤ 1 + k − 1 m − 1 = λ k 1 / ( m − 1 ) ≤ k \frac{k}{m-1} \le1+\frac{k-1}{m-1} = \lambda_k^{1/(m-1)} \le k m − 1 k ≤ 1 + m − 1 k − 1 = λ k 1/ ( m − 1 ) ≤ k . Hence, taking the m − 1 m-1 m − 1 power, summing λ i \lambda_i λ i from i = 1 i=1 i = 1 to k k k , and using the update form of A k A_k A k in (17) , we obtain
k m − 1 ( m − 1 ) m − 1 ≤ λ k ≤ k m − 1 , 1 ( m − 1 ) m − 1 ∑ i = 1 k i m − 1 ≤ A k ≤ ∑ i = 1 k i m − 1 . \frac{k^{m-1}}{(m-1)^{m-1}} \le\lambda_k \le k^{m-1},\qquad\frac{1}{(m-1)^{m-1}}\sum_{i=1}^{k}i^{m-1} \le A_k \le\sum_{i=1}^{k}i^{m-1}. ( m − 1 ) m − 1 k m − 1 ≤ λ k ≤ k m − 1 , ( m − 1 ) m − 1 1 i = 1 ∑ k i m − 1 ≤ A k ≤ i = 1 ∑ k i m − 1 .
Using the elementary inequality k m / m ≤ ∑ i = 1 k i m − 1 ≤ k m k^m/m \le\sum_{i=1}^{k}i^{m-1} \le k^m k m / m ≤ ∑ i = 1 k i m − 1 ≤ k m for m ≥ 1 m \ge1 m ≥ 1 , we directly have c A k m ≤ A k ≤ k m c_Ak^m \le A_k \le k^m c A k m ≤ A k ≤ k m by using the definition c A = ( m ( m − 1 ) m − 1 ) − 1 c_A = (m(m-1)^{m-1})^{-1} c A = ( m ( m − 1 ) m − 1 ) − 1 . Finally, for k ≥ 2 k \ge2 k ≥ 2 , the inequality k − 1 ≥ k / 2 k-1 \ge k/2 k − 1 ≥ k /2 gives
h k = λ k 2 2 A k − 1 ≤ k 2 m − 2 2 c A ( k − 1 ) m ≤ 2 m − 1 c A k m − 2 = C h k m − 2 . h_k = \frac{\lambda_k^2}{2A_{k-1}} \le\frac{k^{2m-2}}{2c_A(k-1)^m} \le\frac{2^{m-1}}{c_A}k^{m-2} = C_hk^{m-2}. h k = 2 A k − 1 λ k 2 ≤ 2 c A ( k − 1 ) m k 2 m − 2 ≤ c A 2 m − 1 k m − 2 = C h k m − 2 .
For the reverse order estimate, using λ k ≥ ( k / ( m − 1 ) ) m − 1 \lambda_k \ge(k/(m-1))^{m-1} λ k ≥ ( k / ( m − 1 ) ) m − 1 and A k − 1 ≤ ( k − 1 ) m A_{k-1} \le(k-1)^m A k − 1 ≤ ( k − 1 ) m , we obtain
h k = λ k 2 2 A k − 1 ≥ k 2 m − 2 2 ( m − 1 ) 2 m − 2 ( k − 1 ) m ≥ k m − 2 2 ( m − 1 ) 2 m − 2 . h_k = \frac{\lambda_k^2}{2A_{k-1}} \ge\frac{k^{2m-2}}{2(m-1)^{2m-2}(k-1)^m} \ge\frac{k^{m-2}}{2(m-1)^{2m-2}}. h k = 2 A k − 1 λ k 2 ≥ 2 ( m − 1 ) 2 m − 2 ( k − 1 ) m k 2 m − 2 ≥ 2 ( m − 1 ) 2 m − 2 k m − 2 .
This completes the proof.
Lemma 9. Let q ∈ [ 1 , 2 ) q \in[1,2) q ∈ [ 1 , 2 ) , and define ω q ( t ) : = sgn 0 ( t ) ∣ t ∣ q − 1 \omega_q(t) := \operatorname{sgn}_0(t)|t|^{q-1} ω q ( t ) := sgn 0 ( t ) ∣ t ∣ q − 1 for all t ∈ R t \in\mathbb{R} t ∈ R . Then,
∥ u + v ∥ q q ≤ ∥ u ∥ q q + q ∑ i = 1 n ω q ( u i ) v i + 2 2 − q ∥ v ∥ q q (79) \lVert u+v\rVert_q^q \le\lVert u\rVert_q^q + q\sum_{i=1}^{n}\omega_q(u_i)v_i + 2^{2-q}\lVert v\rVert_q^q \tag*{(79)} ∥ u + v ∥ q q ≤ ∥ u ∥ q q + q i = 1 ∑ n ω q ( u i ) v i + 2 2 − q ∥ v ∥ q q (79) holds for all u , v ∈ R n u,v \in\mathbb{R}^n u , v ∈ R n .
Proof. Define ω q ( t ) : = sgn 0 ( t ) ∣ t ∣ q − 1 \omega_q(t) := \operatorname{sgn}_0(t)|t|^{q-1} ω q ( t ) := sgn 0 ( t ) ∣ t ∣ q − 1 for all t ∈ R t \in\mathbb{R} t ∈ R . We first show that, for all q ∈ [ 1 , 2 ) q \in[1,2) q ∈ [ 1 , 2 ) ,
∣ ω q ( a ) − ω q ( b ) ∣ ≤ 2 2 − q ∣ a − b ∣ q − 1 ∀ a , b ∈ R . (80) |\omega_q(a)-\omega_q(b)| \le2^{2-q}|a-b|^{q-1}\qquad\forall a,b \in\mathbb{R}. \tag*{(80)} ∣ ω q ( a ) − ω q ( b ) ∣ ≤ 2 2 − q ∣ a − b ∣ q − 1 ∀ a , b ∈ R . (80)
To prove the claim, we consider the following three cases.
If a b > 0 ab > 0 ab > 0 , the subadditivity of t ↦ t q − 1 t \mapsto t^{q-1} t ↦ t q − 1 on R + \mathbb{R}_+ R + gives ∣ ω q ( a ) − ω q ( b ) ∣ = ∣ ∣ a ∣ q − 1 − ∣ b ∣ q − 1 ∣ ≤ ∣ ∣ a ∣ − ∣ b ∣ ∣ q − 1 = ∣ a − b ∣ q − 1 |\omega_q(a)-\omega_q(b)| = \bigl||a|^{q-1}-|b|^{q-1}\bigr| \leq\bigl||a|-|b|\bigr|^{q-1} = |a-b|^{q-1} ∣ ω q ( a ) − ω q ( b ) ∣ = ∣ a ∣ q − 1 − ∣ b ∣ q − 1 ≤ ∣ a ∣ − ∣ b ∣ q − 1 = ∣ a − b ∣ q − 1 , which further implies (79) using q ∈ [ 1 , 2 ) q \in[1,2) q ∈ [ 1 , 2 ) ;
If a b < 0 ab < 0 ab < 0 , the concavity of t ↦ t q − 1 t \mapsto t^{q-1} t ↦ t q − 1 on R + \mathbb{R}_+ R + gives ∣ ω q ( a ) − ω q ( b ) ∣ = ∣ a ∣ q − 1 + ∣ b ∣ q − 1 ≤ 2 2 − q ( ∣ a ∣ + ∣ b ∣ ) q − 1 = 2 2 − q ∣ a − b ∣ q − 1 |\omega_q(a)-\omega_q(b)| = |a|^{q-1}+|b|^{q-1} \leq2^{2-q}(|a|+|b|)^{q-1} = 2^{2-q}|a-b|^{q-1} ∣ ω q ( a ) − ω q ( b ) ∣ = ∣ a ∣ q − 1 + ∣ b ∣ q − 1 ≤ 2 2 − q ( ∣ a ∣ + ∣ b ∣ ) q − 1 = 2 2 − q ∣ a − b ∣ q − 1 ;
If a b = 0 ab = 0 ab = 0 , then ∣ ω q ( a ) − ω q ( b ) ∣ ≤ ∣ a − b ∣ q − 1 |\omega_q(a)-\omega_q(b)| \leq|a-b|^{q-1} ∣ ω q ( a ) − ω q ( b ) ∣ ≤ ∣ a − b ∣ q − 1 , which further implies (79).
Combining all these cases establishes (79). Moreover, for any q ∈ [ 1 , 2 ) q \in[1,2) q ∈ [ 1 , 2 ) , the function t ↦ ∣ t ∣ q t \mapsto|t|^q t ↦ ∣ t ∣ q is locally absolutely continuous, and its derivative equals q ω q ( t ) q\omega_q(t) q ω q ( t ) almost everywhere. Thus, for all a , b ∈ R a,b \in\mathbb{R} a , b ∈ R ,
∣ a + b ∣ q − ∣ a ∣ q − q ω q ( a ) b = q ∫ 0 1 ( ω q ( a + t b ) − ω q ( a ) ) b d t ≤ q ∫ 0 1 ∣ ω q ( a + t b ) − ω q ( a ) ∣ ∣ b ∣ d t ≤ q 2 2 − q ∣ b ∣ q ∫ 0 1 t q − 1 d t = 2 2 − q ∣ b ∣ q . (81) \begin{aligned}
|a+b|^q-|a|^q-q\omega_q(a)b
&=q\int_0^1\bigl(\omega_q(a+tb)-\omega_q(a)\bigr)b\,dt \\
&\leq q\int_0^1|\omega_q(a+tb)-\omega_q(a)||b|\,dt \\
&\leq q2^{2-q}|b|^q\int_0^1t^{q-1}\,dt
=2^{2-q}|b|^q. \tag*{(81)}
\end{aligned} ∣ a + b ∣ q − ∣ a ∣ q − q ω q ( a ) b = q ∫ 0 1 ( ω q ( a + t b ) − ω q ( a ) ) b d t ≤ q ∫ 0 1 ∣ ω q ( a + t b ) − ω q ( a ) ∣∣ b ∣ d t ≤ q 2 2 − q ∣ b ∣ q ∫ 0 1 t q − 1 d t = 2 2 − q ∣ b ∣ q . (81)
Applying it with a = u i a=u_i a = u i and b = v i b=v_i b = v i and summing over i = 1 , … , n i=1,\ldots,n i = 1 , … , n yields the desired result (79) .
Lemma 10. Let a , b , c ≥ 0 a,b,c \geq0 a , b , c ≥ 0 , ν ∈ [ 0 , 1 ) \nu\in[0,1) ν ∈ [ 0 , 1 ) . If a ≤ b + c a ν a \leq b+ca^\nu a ≤ b + c a ν , then a ≤ 2 b + ( 2 c ) 1 1 − ν a \leq2b+(2c)^{\frac{1}{1-\nu}} a ≤ 2 b + ( 2 c ) 1 − ν 1 .
Proof. By the weighted Young’s inequality, we have
c a ν = 1 2 [ ( 2 c ) 1 1 − ν ] 1 − ν a ν ≤ 1 2 ( ( 1 − ν ) ( 2 c ) 1 1 − ν + ν a ) ≤ 1 2 ( ( 2 c ) 1 1 − ν + a ) . ca^\nu=\frac{1}{2}\left[(2c)^{\frac{1}{1-\nu}}\right]^{1-\nu}a^\nu
\leq\frac{1}{2}\left((1-\nu)(2c)^{\frac{1}{1-\nu}}+\nu a\right)
\leq\frac{1}{2}\left((2c)^{\frac{1}{1-\nu}}+a\right). c a ν = 2 1 [ ( 2 c ) 1 − ν 1 ] 1 − ν a ν ≤ 2 1 ( ( 1 − ν ) ( 2 c ) 1 − ν 1 + ν a ) ≤ 2 1 ( ( 2 c ) 1 − ν 1 + a ) .
Substituting this into the inequality a ≤ b + c a ν a \leq b+ca^\nu a ≤ b + c a ν and rearranging gives the claim.
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