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

We study first-order black-box convex optimization over an $\ell_p$-ball for objectives Lipschitz in the $\ell_q$-norm, solving in the affirmative the nonsmooth version of the COLT open question (Guz15b) on whether the geometry of a smaller feasible set ($p < q$) can improve convergence rates in convex optimization, and matching prior lower bounds up to logarithmic factors. Our rates include $\widetilde O(1/T)$ for convex Euclidean-Lipschitz optimization over the $\ell_1$-ball, improving on the $O(1/\sqrt{T})$ classical rate under general assumptions. The key technical device is a new online learning game, where the comparator is evaluated using the maximum of affine losses observed so far. We bound the value of this game above and below in terms of a combinatorial online learning quantity: the sequential fat-shattering dimension, which we characterize for the $\ell_p / \ell_q$ case. Our results generally apply when the feasible set $X$ and the set of possible subgradients $H$ are convex, centrally symmetric, and admit a type of minmax theorem, advancing on a fundamental question by Sridharan [Sri12, Section 10.1.2, Q3]. As a geometric consequence of our analysis, of independent interest, we obtain estimates for the expected distance of a convex hull of samples to their mean in several Banach geometries, a version of the celebrated Wendel's theorem (Wen62), but quantitative and for bounded general distributions as opposed to centrally symmetric ones.

We study efficient algorithms for realizing the first-order oracle complexity of optimization of $G$-Lipschitz convex functions with respect to the $\ell_{q}$-norm over an $\ell_{p}$-ball of radius $R$, where $1\leq p,q\leq \infty$. For $p<q$, we obtain error $\widetilde{O}_{p,q}(GR/T^{1/p-(1/q-1/2)_{+}})$ after $T$ oracle queries, efficiently realizing the nearly optimal rates of (MBG+26), thereby resolving the nonsmooth end of the COLT 2015 open problem (Guz15b). In particular, the rate is $\widetilde{O}(GR/T)$ for Euclidean Lipschitzness over an $\ell_1$-ball of radius $R$ ($p=1,q=2$). Our solution consists of reducing convex Lipschitz optimization to the chasing nested convex sets problem in sublevel sets of an evolving bundle (LNN95; BBE+20): at each query we either find a point with low function value or we produce a deep cut in the current sublevel of the bundle, that we chase. The dichotomy between stability of selectors and forced movement by deep cuts bounds the number of iterations of the algorithm near optimally. For nested subsets of $R B_{p}^{d}$, we introduce a novel notion of stable center whose movement is bounded by $\widetilde{O}_{p,q}(RT^{1-1/p+(1/q-1/2)_{+}})$ in the $\ell_{q}$-norm after $T$ steps, which we show is nearly optimal in high dimensions. A Monte Carlo average of the proposed selector achieves near-optimal rates with high probability and can be implemented in polynomial time for our optimization algorithm in the real-arithmetic model.

This paper studies the complexity of convex optimization using lazy second-order oracles (Doikov, Chayti, and Jaggi, ICML 2023), where an algorithm queries gradients every iteration and Hessians once per $m$ iterations. Under this setting, we show a lower bound of $Ω(m+ m^{1/7} ε^{-2/7})$ on the number of total iterations to find an $ε$-solution using a novel block zero-chain construction. Then we propose a novel method that achieves a new upper bound of $\tilde{\mathcal{O}}(m+ m^{1/7} ε^{-2/7})$, which significantly improves the prior one (Chen, Liu, Luo, and Zhang, COLT 2026) of $\tilde{\mathcal{O}}(m+ m^{13/21} ε^{-2/7})$ and is tight up to logarithmic factors.