arXiv subjects

Aaron Zoll

Publications and source records attributed to Aaron Zoll.

3 recordsLinked to original sources

arXiv2026

A Complete Characterization of Optimal Subgradient Methods for Lipschitz Convex Minimization

We consider the design of optimal fixed-step first-order methods for $M$-Lipschitz convex optimization given $\|x_0-x_\star\|\leq D$. Prior works have identified several distinct fixed-step methods, parameterized by a matrix of stepsizes $W$, with the (information-theoretic) minimax optimal rate $MD/\sqrt{N+1}$ of objective gap convergence. We provide a complete characterization of every optimal fixed-step method. Moreover, we show every optimal fixed-step method can be derived from the constructive approach of~\cite{constructive_approach} and provide a polyhedral representation of the set of optimal methods through proof multipliers. From this characterization, we show that no anytime optimal fixed-step subgradient methods exist.

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arXiv2026

Inexactly Smooth Performance Estimation and New Optimized Gradient Methods

We consider a general class of ``inexactly smooth'' convex functions, providing a universal model capturing as special cases $L$-smooth, $M$-Lipschitz, and H\"older smooth functions, and any combination thereof. Such functions possess a calculus closely following that of smooth functions. Our main results provide inexactly smooth functions with interpolation theorems that are necessary and sufficient up to modest universal constants. These enable analysis of first-order methods for any inexactly smooth convex problem class via solving convex Performance Estimation Problems (PEPs). Further, these enable the extension of Drori and Taylor's constructive approach to algorithm design. From this, we derive an exactly minimax optimal method for $(\beta,0)$-H\"older smooth problems, methods with the best-known convergence guarantees up to constants for any $(\beta,p)$-H\"older smooth convex minimization, and a new universal fast backtracking method for any inexactly smooth convex problem.

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arXiv2025

A Universally Optimal Primal-Dual Method for Minimizing Heterogeneous Compositions

This paper proposes a universal algorithm for convex minimization problems of the composite form $g_0(x)+h(g_1(x),\dots, g_m(x)) + u(x)$. We allow each $g_j$ to independently range from being nonsmooth Lipschitz to smooth, from convex to strongly convex, described by notions of H\"older continuous gradients and uniform convexity. Note that, although the objective is built from a heterogeneous combination of such structured components, it does not necessarily possess smoothness, Lipschitzness, or any favorable structure overall other than convexity. Regardless, we provide a universal optimal method in terms of oracle access to (sub)gradients of each $g_j$. The key insight enabling our optimal universal analysis and a core technical contribution is the construction of two new constants, the Approximate Dualized Aggregate smoothness and strong convexity, which combine the benefits of each heterogeneous structure into single quantities amenable to analysis. As a key application, fixing $h$ as the nonpositive indicator function, this model readily captures functionally constrained minimization $g_0(x)+u(x)$ subject to $g_j(x)\leq 0$. In particular, our algorithm and analysis are directly inspired by the smooth constrained minimization method of Zhang and Lan and consequently recover and generalize their accelerated guarantees.

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