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• W3100569850 abstract "We show that standard extragradient methods (i.e. mirror prox and dual extrapolation) recover optimal accelerated rates for first-order minimization of smooth convex functions. To obtain this result we provide fine-grained characterization of the convergence rates of extragradient methods for solving monotone variational inequalities in terms of a natural condition we call relative Lipschitzness. We further generalize this framework to handle local and randomized notions of relative Lipschitzness and thereby recover rates for box-constrained $ell_infty$ regression based on area convexity and complexity bounds achieved by accelerated (randomized) coordinate descent for smooth convex function minimization." @default.
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• W3100569850 date "2020-11-12" @default.
• W3100569850 modified "2023-09-27" @default.
• W3100569850 title "Relative Lipschitzness in Extragradient Methods and a Direct Recipe for Acceleration" @default.
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