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新的Halpern迭代方法加速变分不等式求解

研究人员开发了一种新的Halpern迭代方法,显著提高了求解单调变分不等式(MVI)的收敛速度。这种新方法对MVI实现了$\tilde{\mathcal{O}}(T^{-2})$的收敛率,优于之前收敛率为$\mathcal{O}(T^{-1.5})$的NPE等方法。该论文还介绍了一种结合了Anchored Tensor Method和Halpern迭代的广义$p$阶方法,实现了$\tilde{\mathcal{O}}(T^{-p})$的收敛率,对于$p \ge 2$的情况优于现有结果。 AI

影响 这项研究推进了与机器学习算法相关的优化技术。

排序理由 该集群包含一篇研究论文,详细介绍了一种用于解决数学优化问题的新算法方法。[lever_c_demoted from research: ic=1 ai=0.7]

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新的Halpern迭代方法加速变分不等式求解

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该集群包含一篇研究论文,详细介绍了一种用于解决数学优化问题的新算法方法。[lever_c_demoted from research: ic=1 ai=0.7]
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报道来源 [1]

  1. arXiv cs.AI TIER_1 English(EN) · Lesi Chen, Xinliang Zhang, Hengyu Wang, Chengchang Liu, Yongchao Chen, Jingzhao Zhang ·

    Halpern Iteration Achieves $\tilde{\mathcal{O}}(\epsilon^{-1/p})$ $p$th-Order Oracle Complexity for Monotone Variational Inequalities

    arXiv:2608.08463v1 Announce Type: cross Abstract: We study second- and higher-order methods for solving smooth monotone variational inequalities (MVI). Monteiro and Svaiter (SIAM J. Optim., 2012) showed that a second-order method, NPE, converges at the rate of $\mathcal{O}(T^{-1.…