Structured low-rank certificate conjecture for minimax gradient descent

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Fix NN, a 11-smooth convex function ff, an initial point x0x_0, a minimizer x⋆x_\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=fi−fj−⟨gj,xi−xj⟩−12∥gi−gj∥2.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=f⋆−fN+r(∥x0−x⋆∥2−∥(x0−12r∑i=0Ncigi)−x⋆∥2).\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.

References

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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