math.OCSep 28, 2026

Dual-Anchor Acceleration Is Near-Optimal for Stochastic Monotone Root-Finding

Authors: TaeHo Yoon, Nicolas Loizou

Organizations: Department of Applied Mathematics and Statistics & Mathematical Institute for Data Science, Johns Hopkins University

Abstract

Among distinct optimal acceleration mechanisms for deterministic monotone root-finding problems and fixed-point problems, dual-anchoring has recently been shown to admit a more robust direct stochastic extension than standard anchor acceleration. However, without additional strong monotonicity, the existing stochastic dual-anchoring guarantee has two limitations: first, it requires cocoercivity in expectation, and second, it attains only O(ε−3)O(ε^{-3}) oracle complexity, leaving a gap to the near-optimal O~(ε−2)\tilde{O}(ε^{-2}) complexity achieved by other methods. In this work, we address both of these limitations by combining dual-anchoring with stochastic resolvent approximation and optimized variance control. For unbiased stochastic oracles with variance bounded by σ2σ^2, where sample operators are monotone and uniformly LL-Lipschitz, our algorithm finds a point with εε-residual with a near-optimal oracle complexity of O((LD/ε)ℓ+(σ2/ε2)ℓ2)O ( (LD / ε) \ell + (σ^2 / ε^2) \ell^2), where ℓ=log⁡(1+LD/ε)\ell = \log (1 + LD / ε) and DD is the initial distance to a solution. This result improves the best known oracle complexity in the noise-dominated regime under these samplewise assumptions, reducing the poly-logarithmic factor from cubic to quadratic.

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