← 研踪 PaperTrailarXiv:2609.30212 · v2
Anchored Extra-Proximal Methods: Optimal Higher-Order Methods for Monotone Inclusion Problems
首次提交 2026-09-25 01:43
版本更新 2026-11-08 23:41
雷达观测 2026-11-10 12:16
摘要
We characterize, up to logarithmic factors, the optimal higher-order oracle complexity of finding approximate solutions to composite monotone inclusion problems, formed by the sum of a smooth single-valued monotone operator and a maximal monotone set-valued operator. We introduce the Anchored Extra-Proximal (AEP) framework, which combines an anchored extrapolation step with an inexact anchored proximal update satisfying a relative-error condition. This framework recovers the composite Fast Extragradient method in the first-order setting and yields natural higher-order extensions through Taylor approximations of the smooth operator at the extrapolated point. For every $p\geq 2$, assuming that the $(p-1)$th derivative of the single-valued operator is $L_p$-Lipschitz continuous and the initial distance to a solution is at most $R$, we combine AEP with a bisection line search to obtain a $p$th-order method that attains a tangent residual of at most $\varepsilon$ in $\widetilde{O}((L_p R^{p}/\varepsilon)^{\frac{2}{3p-1}})$ oracle calls. We complement this result with a worst-case lower bound of $Ω((L_p R^p/\varepsilon)^{\frac{2}{3p-1}})$ for every deterministic algorithm in the $p$th-order oracle model, without imposing any prescribed update structure. For the subclass of smooth nonexpansive fixed-point problems, we further establish a lower bound of $Ω(\min\{R/\varepsilon, {(L_p R^{p}/\varepsilon)}^{\frac{2}{3p-1}}\})$. By choosing between AEP and Halpern iteration, we match this lower bound up to logarithmic factors, thereby also settling the deterministic oracle complexity of smooth nonexpansive fixed-point problems.
作者备注：54 pages; added a lower bound on nonexpansive fixed-point problems and updated discussion of concurrent work
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v2 · 2026-11-08 23:41 · 最新观测版本
Anchored Extra-Proximal Methods: Optimal Higher-Order Methods for Monotone Inclusion Problems
We characterize, up to logarithmic factors, the optimal higher-order oracle complexity of finding approximate solutions to composite monotone inclusion problems, formed by the sum of a smooth single-valued monotone operator and a maximal monotone set-valued operator. We introduce the Anchored Extra-Proximal (AEP) framework, which combines an anchored extrapolation step with an inexact anchored proximal update satisfying a relative-error condition. This framework recovers the composite Fast Extragradient method in the first-order setting and yields natural higher-order extensions through Taylor approximations of the smooth operator at the extrapolated point. For every $p\geq 2$, assuming that the $(p-1)$th derivative of the single-valued operator is $L_p$-Lipschitz continuous and the initial distance to a solution is at most $R$, we combine AEP with a bisection line search to obtain a $p$th-order method that attains a tangent residual of at most $\varepsilon$ in $\widetilde{O}((L_p R^{p}/\varepsilon)^{\frac{2}{3p-1}})$ oracle calls. We complement this result with a worst-case lower bound of $Ω((L_p R^p/\varepsilon)^{\frac{2}{3p-1}})$ for every deterministic algorithm in the $p$th-order oracle model, without imposing any prescribed update structure. For the subclass of smooth nonexpansive fixed-point problems, we further establish a lower bound of $Ω(\min\{R/\varepsilon, {(L_p R^{p}/\varepsilon)}^{\frac{2}{3p-1}}\})$. By choosing between AEP and Halpern iteration, we match this lower bound up to logarithmic factors, thereby also settling the deterministic oracle complexity of smooth nonexpansive fixed-point problems.
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