General Holder Smooth Convergence Rates Follow From Specialized Rates Assuming Growth Bounds


الملخص بالإنكليزية

Often in the analysis of first-order methods for both smooth and nonsmooth optimization, assuming the existence of a growth/error bound or a KL condition facilitates much stronger convergence analysis. Hence the analysis is done twice, once for the general case and once for the growth bounded case. We give meta-theorems for deriving general convergence rates from those assuming a growth lower bound. Applying this simple but conceptually powerful tool to the proximal point method, subgradient method, bundle method, gradient descent and universal accelerated method immediately recovers their known convergence rates for general convex optimization problems from their specialized rates. Our results apply to lift any rate based on Holder continuity of the objectives gradient and Holder growth bounds to apply to any problem with a weaker growth bound or when no growth bound is assumed.

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