English

Accelerating Proximal Gradient Descent via Silver Stepsizes

Optimization and Control 2025-06-24 v2 Data Structures and Algorithms

Abstract

Surprisingly, recent work has shown that gradient descent can be accelerated without using momentum -- just by judiciously choosing stepsizes. An open question raised by several papers is whether this phenomenon of stepsize-based acceleration holds more generally for constrained and/or composite convex optimization via projected and/or proximal versions of gradient descent. We answer this in the affirmative by proving that the silver stepsize schedule yields analogously accelerated rates in these settings. These rates are conjectured to be asymptotically optimal among all stepsize schedules, and match the silver convergence rate of vanilla gradient descent (Altschuler and Parrilo, 2024, 2025), namely O(εlogρ2)O(\varepsilon^{- \log_{\rho} 2}) for smooth convex optimization and O(κlogρ2log1ε)O(\kappa^{\log_\rho 2} \log \frac{1}{\varepsilon}) under strong convexity, where ε\varepsilon is the precision, κ\kappa is the condition number, and ρ=1+2\rho = 1 + \sqrt{2} is the silver ratio. The key technical insight is the combination of recursive gluing -- the technique underlying all analyses of gradient descent accelerated with time-varying stepsizes -- with a certain Laplacian-structured sum-of-squares certificate for the analysis of proximal point updates.

Keywords

Cite

@article{arxiv.2412.05497,
  title  = {Accelerating Proximal Gradient Descent via Silver Stepsizes},
  author = {Jinho Bok and Jason M. Altschuler},
  journal= {arXiv preprint arXiv:2412.05497},
  year   = {2025}
}

Comments

33 pages, COLT 2025. v2: minor expository changes, matches camera-ready version

R2 v1 2026-06-28T20:26:21.168Z