RPCD worst-case conjecture for positive-definite quadratics
RPCD worst-case conjecture for positive-definite quadratics
Let be the dimension, let be a positive-definite quadratic Hessian with , and let . If denotes the output of random-permutation coordinate descent (RPCD) after epochs, then
RPCD worst-case conjecture. The upper bound above, proved for the specified permutation-invariant class of quadratic Hessians, extends to all positive-definite quadratic functions. This would imply that the class contains worst-case examples for RPCD among all positive-definite quadratics. The conjecture is motivated by numerical searches and is presented as an open extension beyond the class analyzed in the paper.
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Sources & referencesView supporting material
Primary source
Donghwa Kim, Jaewook Lee and Chulhee Yun, “Provable Benefit of Random Permutations over Uniform Sampling in Stochastic Coordinate Descent”, arXiv:2505.23152 (2025).
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