RPCD worst-case conjecture for positive-definite quadratics

From papers

Let nn be the dimension, let AS+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 x0Rn{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

limK(E[xK2]x02)1/Kmax{(11n)n,(1σn)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.

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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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