Structured low-rank certificate conjecture for minimax gradient descent

From papers

Fix NN, a 11-smooth convex function ff, an initial point x0x_0, a minimizer xx_\star, and gradient-descent iterates x0,,xNx_0,\ldots,x_N with constant stepsize α\alpha. Write fi=f(xi)f_i=f(x_i) and gi=f(xi)g_i=\nabla f(x_i) for i{,0,1,,N}i\in\{\star,0,1,\ldots,N\}, and define

Qij=fifjgj,xixj12gigj2.Q_{ij}=f_i-f_j-\langle g_j,x_i-x_j\rangle-\frac{1}{2}\|g_i-g_j\|^2.

Let r=r(N)r=r(N) be the conjectured minimax rate. Structured certificate conjecture. There exist nonnegative multipliers λi,j\lambda_{i,j} having the displayed banded form in the source, with positive vectors a,b,c,da,b,c,d, such that

ijλijQij=ffN+r(x0x2(x012ri=0Ncigi)x2).\sum_{ij}\lambda_{ij}Q_{ij}=f_\star-f_N+r\left(\|x_0-x_\star\|^2-\left\lVert\left(x_0-\frac{1}{2r}\sum_{i=0}^Nc_ig_i\right)-x_\star\right\rVert^2\right).

This would give a formal performance-estimation proof of the strengthened minimax conjecture using only O(N)O(N) parameters rather than general O(N2)O(N^2) certificate entries; its resolution is not supplied in the source.

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Sources & referencesView supporting material

Primary source

Benjamin Grimmer, Kevin Shu and Alex L. Wang, “A Strengthened Conjecture on the Minimax Optimal Constant Stepsize for Gradient Descent”, arXiv:2407.11739 (2024).

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