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熵-光滑凸优化无法被加速

Entropy-Smooth Convex Optimization Cannot Be Accelerated

Jacob M. Aguirre, Dmitrii M. Ostrovskii

arXiv 2607.27476首次发表:更新:

AI 中文总结

该研究证明了在标准d-单纯形的负熵光滑凸函数类中,一阶方法收敛速率存在Ω(L/T)下界,无法加速,还将结果扩展到量子场景的负冯·诺依曼熵函数类。

AI 中文摘要

我们证明了:在标准d-单纯形上,相对于负熵为凸且L-光滑的函数类中,当d=Ω(T²)时,所有一阶方法的收敛速率都满足Ω(L/T)的下界。特别地,这表明镜像下降法在该函数类中达到对数因子内的最优性能。由于在ℓ₁-范数光滑性假设下存在现成的加速方法,这一结果可能令人惊讶。尽管Dragomir等人(《数学规划》,2022)已证明在相对光滑性下加速可能不可能,但他们的邻近函数是病态的,且与困难实例一同构造。相比之下,我们针对具有特别良好结构的特定邻近函数证明了非加速性。我们还将该结果扩展到量子场景,证明在d×d迹为1的半正定厄米矩阵的谱面上,相对于负冯·诺依曼熵为L-光滑的函数类中,存在相同的下界。

英文摘要

We prove an $Ω(L/T)$ lower bound for the convergence rate of minimization in the class of functions that are convex and $L$-smooth relative to negative entropy on the standard $d$-simplex, valid for every first-order method when $d = Ω(T^2)$. In particular, this shows that mirror descent is optimal up to a logarithmic factor in this class. This may be surprising due to the fact that accelerated methods are readily available under the assumption of smoothness in $\ell_1$-norm. While Dragomir et al. (Mathematical Programming, 2022) have already showed that acceleration might be impossible under relative smoothness, their prox-function is pathological and constructed together with the hard instance. In contrast, we show non-acceleration for a specific prox-function with particularly favorable structure. We also extend the result to the quantum setting, proving the same lower bound in the class of functions $L$-smooth relative to negative von Neumann entropy on the spectrahedron of $d \times d$ Hermitian positive-semidefinite matrices with unit trace.

Comments19 pages

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