RPCD worst-case conjecture for positive-definite quadratics

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Let nn be the dimension, let A∈S+n{\bm A}\in\mathbb{S}_{+}^{n} be a positive-definite quadratic Hessian with λmin⁡(A)=σ∈(0,1]\lambda_{\min}({\bm A})=\sigma\in(0,1], and let x0∈Rn∖{0}{\bm x}_0\in\mathbb{R}^{n}\setminus\{0\}. If xK{\bm x}_K denotes the output of random-permutation coordinate descent (RPCD) after KK epochs, then

lim⁡K→∞(E[∥xK∥2]∥x0∥2)1/K≤max⁡{(1−1n)n,(1−σn)2n}.\lim_{K\to\infty}\left(\frac{\mathbb{E}\left[\|{\bm x}_K\|^2\right]}{\|{\bm x}_0\|^2}\right)^{1/K}\leq\max\left\{\left(1-\frac{1}{n}\right)^n,\left(1-\frac{\sigma}{n}\right)^{2n}\right\}.

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.

References

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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