English

Near-Optimal Convergence of Accelerated Gradient Methods under Generalized and $(L_0, L_1)$-Smoothness

Optimization and Control 2026-05-22 v2 Machine Learning

Abstract

We study first-order methods for convex optimization problems with functions ff satisfying the recently proposed \ell-smoothness condition 2f(x)(f(x)),||\nabla^{2}f(x)|| \le \ell\left(||\nabla f(x)||\right), which generalizes the LL-smoothness and (L0,L1)(L_{0},L_{1})-smoothness. While accelerated gradient descent AGD is known to reach the optimal complexity O(LR/ε)O(\sqrt{L} R / \sqrt{\varepsilon}) under LL-smoothness, where ε\varepsilon is an error tolerance and RR is the distance between a starting and an optimal point, existing extensions to \ell-smoothness either incur extra dependence on the initial gradient, suffer exponential factors in L1RL_{1} R, or require costly auxiliary sub-routines, leaving open whether an AGD-type O((0)R/ε)O(\sqrt{\ell(0)} R / \sqrt{\varepsilon}) rate is possible for small-ε\varepsilon, even in the (L0,L1)(L_{0},L_{1})-smoothness case. We resolve this open question. Leveraging a new Lyapunov function and designing new algorithms, we achieve O((0)R/ε)O(\sqrt{\ell(0)} R / \sqrt{\varepsilon}) oracle complexity for small-ε\varepsilon and virtually any \ell. For instance, for (L0,L1)(L_{0},L_{1})-smoothness, our bound O(L0R/ε)O(\sqrt{L_0} R / \sqrt{\varepsilon}) is provably optimal in the small-ε\varepsilon regime and removes all non-constant multiplicative factors present in prior accelerated algorithms.

Keywords

Cite

@article{arxiv.2508.06884,
  title  = {Near-Optimal Convergence of Accelerated Gradient Methods under Generalized and $(L_0, L_1)$-Smoothness},
  author = {Alexander Tyurin},
  journal= {arXiv preprint arXiv:2508.06884},
  year   = {2026}
}