Papers › Optimal and Adaptive Monteiro-Svaiter Acceleration

Optimal and Adaptive Monteiro-Svaiter Acceleration

30 May 2022arXiv:2205.15371links table onlyarchive 2025-07-28

Yair Carmon, Danielle Hausler, Arun Jambulapati, Yujia Jin, Aaron Sidford

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We develop a variant of the Monteiro-Svaiter (MS) acceleration framework that removes the need to solve an expensive implicit equation at every iteration. Consequently, for any p≥2 we improve the complexity of convex optimization with Lipschitz $p$th derivative by a logarithmic factor, matching a lower bound. We also introduce an MS subproblem solver that requires no knowledge of problem parameters, and implement it as either a second- or first-order method by solving linear systems or applying MinRes, respectively. On logistic regression our method outperforms previous second-order momentum methods, but under-performs Newton's method; simply iterating our first-order adaptive subproblem solver performs comparably to L-BFGS.

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