Tight Complexity Bounds for Optimizing Composite Objectives
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Abstract (arXiv)
We provide tight upper and lower bounds on the complexity of minimizing the average of m convex functions using gradient and prox oracles of the component functions. We show a significant gap between the complexity of deterministic vs randomized optimization. For smooth functions, we show that accelerated gradient descent (AGD) and an accelerated variant of SVRG are optimal in the deterministic and randomized settings respectively, and that a gradient oracle is sufficient for the optimal rate. For non-smooth functions, having access to prox oracles reduces the complexity and we present optimal methods based on smoothing that improve over methods using just gradient accesses.
Key facts. Cited by 47 papers in the map (data through 7 Oct 2026). First posted on arXiv 25 May 2016.
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Citing papers per year: 2021: 19; 2022: 13; 2023: 7; 2024: 5; 2025: 2; 2026: 1.
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- 2022Stochastic Steffensen method28 Nov 2022
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- 2022Faster federated optimization under second-order similarity6 Sep 2022
- 2022Simple and Optimal Stochastic Gradient Methods for Nonsmooth Nonconvex Optimization22 Aug 2022
- 2022Decomposable Non-Smooth Convex Optimization with Nearly-Linear Gradient Oracle Complexity7 Aug 2022
- 2022DADAO: Decoupled Accelerated Decentralized Asynchronous Optimization26 Jul 2022
- 2022RECAPP: Crafting a More Efficient Catalyst for Convex Optimization17 Jun 2022
- 2022How catastrophic can catastrophic forgetting be in linear regression?19 May 2022
- 2022Efficient Convex Optimization Requires Superlinear Memory29 Mar 2022
- 2022Distributionally Robust Optimization via Ball Oracle Acceleration24 Mar 2022
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methods9 Feb 2022
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12 most cited of 46 All 46 (JSON)
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- 2025On the Gradient Complexity of Private Optimization with Private Oracles17 Nov 2025
- 2024Private Heterogeneous Federated Learning Without a Trusted Server Revisited: Error-Optimal and Communication-Efficient Algorithms for Convex Losses12 Jul 2024
- 2024Quantum Algorithms and Lower Bounds for Finite-Sum Optimization5 Jun 2024
- 2024Tuning-Free Stochastic Optimization12 Feb 2024
- 2024On the Complexity of Finite-Sum Smooth Optimization under the Polyak-Lojasiewicz Condition4 Feb 2024
- 2024Incremental Quasi-Newton Methods with Faster Superlinear Convergence Rates4 Feb 2024
- 2023Memory-Query Tradeoffs for Randomized Convex Optimization21 Jun 2023
- 2023Accelerated Doubly Stochastic Gradient Algorithm for Large-scale Empirical Risk Minimization23 Apr 2023
- 2023Stochastic Distributed Optimization under Average Second-order Similarity: Algorithms and Analysis15 Apr 2023
- 2023Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developments30 Mar 2023
12 newest of 46 All 46 (JSON)