Provable Parameter-Free Fixed-Point Algorithms with Linear Convergence Rates
- URL: http://arxiv.org/abs/2608.09022v1
- Date: Mon, 10 Aug 2026 02:25:00 GMT
- Title: Provable Parameter-Free Fixed-Point Algorithms with Linear Convergence Rates
- Abstract summary: We develop provable parameter-free and adaptive fixed-point algorithms for contractive mappings.<n>We establish explicit linear convergence rates for both the fixed-point residual and the distance to the unique fixed point.<n> Numerical experiments on several examples demonstrate that the proposed algorithms are competitive with, and often outperform, existing adaptive fixed-point methods.
- Score: 3.2919103562171865
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In this paper, we develop provable parameter-free and adaptive fixed-point algorithms for contractive mappings, with an emphasis on automatically exploiting hidden contractivity without requiring prior knowledge of the contraction factor. Our first method is a completely parameter-free variant of the Halpern fixed-point iteration. It requires no line search, bisection, or prior estimate of the contraction factor, while retaining essentially the same per-iteration computational cost as classical fixed-point schemes. We establish explicit linear convergence rates for both the fixed-point residual and the distance to the unique fixed point. The second algorithm is an adaptive Halpern method that requires only an upper bound on the contraction factor and reduces to an existing adaptive Halpern scheme in the nonexpansive case. This method also enjoys explicit linear convergence guarantees. We further extend these ideas in two directions. First, by combining the proposed fixed-point schemes with Tikhonov regularization, we obtain a parameter-free method for solving co-coercive equations and establish an iteration complexity of $\mathcal{O}({ε^{-1}\ln(ε^{-1})})$ for computing an $ε$-solution. Second, using the relation between Halpern iterations and Nesterov's accelerated fixed-point schemes, we derive parameter-free Nesterov's accelerated variants that inherit linear convergence in the contractive setting. Numerical experiments on several examples demonstrate that the proposed algorithms are competitive with, and often outperform, existing adaptive fixed-point methods. In particular, the methods successfully exploit contractive behavior when it is present while remaining effective on nonexpansive problems.
Related papers
- Finite-Time Analysis of Discounted Exponential-Utility Reinforcement Learning [9.748884794669346]
We provide the first finite-time guarantees for model-free discounted exponential-utility reinforcement learning.<n>These results provide the first finite-time guarantees for model-free discounted exponential-utility reinforcement learning.
arXiv Detail & Related papers (2026-08-03T08:50:07Z) - Bridging the Gap Between Average and Discounted TD Learning [14.556544278062793]
We introduce a novel algorithm designed explicitly for policy evaluation in the average-reward setting.<n>Our proposed method overcomes previous limitations by guaranteeing convergence to the unique solution of a properly defined Bellman equation.
arXiv Detail & Related papers (2026-05-03T23:54:36Z) - Bridging Constraints and Stochasticity: A Fully First-Order Method for Stochastic Bilevel Optimization with Linear Constraints [3.567855687957749]
This work provides the first finite-time convergence guarantees for linearly constrained bilevel optimization using only first-order methods.<n>We address the unprecedented challenge of simultaneously handling linear constraints, noise, and finite-time analysis in bilevel optimization.
arXiv Detail & Related papers (2025-11-13T00:59:20Z) - Single-loop Algorithms for Stochastic Non-convex Optimization with Weakly-Convex Constraints [49.76332265680669]
This paper examines a crucial subset of problems where both the objective and constraint functions are weakly convex.<n>Existing methods often face limitations, including slow convergence rates or reliance on double-loop designs.<n>We introduce a novel single-loop penalty-based algorithm to overcome these challenges.
arXiv Detail & Related papers (2025-04-21T17:15:48Z) - Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models [57.52124921268249]
We propose a Trust Sequential Quadratic Programming method to find both first and second-order stationary points.
To converge to first-order stationary points, our method computes a gradient step in each iteration defined by minimizing a approximation of the objective subject.
To converge to second-order stationary points, our method additionally computes an eigen step to explore the negative curvature the reduced Hessian matrix.
arXiv Detail & Related papers (2024-09-24T04:39:47Z) - Efficient Low-rank Identification via Accelerated Iteratively Reweighted Nuclear Norm Minimization [8.879403568685499]
We introduce an adaptive updating strategy for smoothing parameters.
This behavior transforms the algorithm into one that effectively solves problems after a few iterations.
We prove the global proposed experiment, guaranteeing that every iteration is a critical one.
arXiv Detail & Related papers (2024-06-22T02:37:13Z) - Stable Nonconvex-Nonconcave Training via Linear Interpolation [51.668052890249726]
This paper presents a theoretical analysis of linearahead as a principled method for stabilizing (large-scale) neural network training.
We argue that instabilities in the optimization process are often caused by the nonmonotonicity of the loss landscape and show how linear can help by leveraging the theory of nonexpansive operators.
arXiv Detail & Related papers (2023-10-20T12:45:12Z) - Explicit Second-Order Min-Max Optimization: Practical Algorithms and Complexity Analysis [71.05708939639537]
We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of emphconcave unconstrained problems.<n>Our method improves the existing line-search-based min-max optimization by shaving off an $O(loglog(1/eps)$ factor in the required number of Schur decompositions.
arXiv Detail & Related papers (2022-10-23T21:24:37Z) - Random extrapolation for primal-dual coordinate descent [61.55967255151027]
We introduce a randomly extrapolated primal-dual coordinate descent method that adapts to sparsity of the data matrix and the favorable structures of the objective function.
We show almost sure convergence of the sequence and optimal sublinear convergence rates for the primal-dual gap and objective values, in the general convex-concave case.
arXiv Detail & Related papers (2020-07-13T17:39:35Z) - Conditional gradient methods for stochastically constrained convex
minimization [54.53786593679331]
We propose two novel conditional gradient-based methods for solving structured convex optimization problems.
The most important feature of our framework is that only a subset of the constraints is processed at each iteration.
Our algorithms rely on variance reduction and smoothing used in conjunction with conditional gradient steps, and are accompanied by rigorous convergence guarantees.
arXiv Detail & Related papers (2020-07-07T21:26:35Z) - Convergence of adaptive algorithms for weakly convex constrained
optimization [59.36386973876765]
We prove the $mathcaltilde O(t-1/4)$ rate of convergence for the norm of the gradient of Moreau envelope.
Our analysis works with mini-batch size of $1$, constant first and second order moment parameters, and possibly smooth optimization domains.
arXiv Detail & Related papers (2020-06-11T17:43:19Z) - Explicit Regularization of Stochastic Gradient Methods through Duality [9.131027490864938]
We propose randomized Dykstra-style algorithms based on randomized dual coordinate ascent.
For accelerated coordinate descent, we obtain a new algorithm that has better convergence properties than existing gradient methods in the interpolating regime.
arXiv Detail & Related papers (2020-03-30T20:44:56Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.