arXiv:2603.16042math.OCcs.LG2026-03被引 1

提出新条件解决非光滑优化中随机重排镜像下降的收敛性难题

Shuffling the Stochastic Mirror Descent via Dual Lipschitz Continuity and Kernel Conditioning

  • 引入双侧核条件(DKC)刻画核函数局部曲率
  • 证明随机重排镜像下降在非凸相对光滑问题上可收敛且有复杂度界
  • 适用于带动量、方差缩减等场景,对核方法优化具普适意义

全局Lipschitz光滑性是大多数优化算法收敛与复杂度分析的基础,其关键作用体现在下降引理和梯度Lipschitz连续性。然而,在缺乏Lipschitz光滑性时,如何分析优化算法性能仍是活跃课题。相对光滑框架(Bauschke-Bolte-Teboulle, 2017;Lu-Freund-Nesterov, 2018)扩展了下降引理,确保基于Bregman的近端梯度法及其原始随机版本的收敛性。但许多常用技术(如动量、随机重排、方差缩减)还需梯度偏差的Lipschitz型界,导致其在相对光滑框架下的分析仍属空白。为此,本文引入双侧核条件(DKC),用于调控核函数的局部相对曲率。结合相对光滑性,DKC在镜像映射诱导的对偶空间中建立了梯度的双重Lipschitz连续性:尽管梯度映射在原空间不满足Lipschitz,但在对偶空间中保持该性质。我们验证了DKC在多种流行核函数下成立,且在仿射组合与锥组合下封闭。借助这些新工具,首次建立了约束非凸相对光滑问题下随机重排镜像下降的复杂度界及迭代收敛性。

原文摘要 · Abstract (English)

The global Lipschitz smoothness condition underlies most convergence and complexity analyses via two key consequences: the descent lemma and the gradient Lipschitz continuity. How to study the performance of optimization algorithms in the absence of Lipschitz smoothness remains an active area. The relative smoothness framework from Bauschke-Bolte-Teboulle (2017) and Lu-Freund-Nesterov (2018) provides an extended descent lemma, ensuring convergence of Bregman-based proximal gradient methods and their vanilla stochastic counterparts. However, many widely used techniques (e.g., momentum schemes, random reshuffling, and variance reduction) additionally require the Lipschitz-type bound for gradient deviations, leaving their analysis under relative smoothness an open area. To resolve this issue, we introduce the dual kernel conditioning (DKC) regularity condition to regulate the local relative curvature of the kernel functions. Combined with the relative smoothness, DKC provides a dual Lipschitz continuity for gradients: even though the gradient mapping is not Lipschitz in the primal space, it preserves Lipschitz continuity in the dual space induced by a mirror map. We verify that DKC is widely satisfied by popular kernels and is closed under affine composition and conic combination. With these novel tools, we establish the first complexity bounds as well as the iterate convergence of random reshuffling mirror descent for constrained nonconvex relative smooth problems.

优化理论镜像下降随机重排相对光滑

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