English

Robust Accelerated Adaptive Search: High-Probability Complexity Bounds under Bounded-Moment Stochastic Oracles

Optimization and Control 2026-04-20 v1

Abstract

We study unconstrained smooth convex optimization under stochastic first- and zeroth-order oracles subject only to finite-moment bounds, naturally admitting persistent bias and heavy-tailed noise. In this hostile environment, integrating momentum into \emph{adaptive step search} to secure acceleration poses an inherent structural challenge, because momentum propagates oracle errors across iterations, inevitably undermining the stabilizing effect of local search. To address this difficulty, we propose \texttt{RAAS}, a robust accelerated adaptive search method with tunable momentum intervention. Theoretically, we develop a general high-probability framework for adaptive search methods under stochastic oracle feedback, and instantiate it through the strongly convex and general convex analyses of \texttt{RAAS}. This yields high-probability stopping-time complexity bounds for reaching the attainable precision neighborhood. The resulting guarantees also clarify how the algorithmic parameters trade off early-stage acceleration against late-stage stability, and motivate a simple switching heuristic that performs well empirically.

Keywords

Cite

@article{arxiv.2604.15526,
  title  = {Robust Accelerated Adaptive Search: High-Probability Complexity Bounds under Bounded-Moment Stochastic Oracles},
  author = {Shunzhi Zhang and Shichen Liao and Congying Han and Tiande Guo},
  journal= {arXiv preprint arXiv:2604.15526},
  year   = {2026}
}
R2 v1 2026-07-01T12:13:33.057Z