Halpern Iteration for Near-Optimal and Parameter-Free Monotone Inclusion and Strong Solutions to Variational Inequalities
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Abstract (arXiv)
We leverage the connections between nonexpansive maps, monotone Lipschitz operators, and proximal mappings to obtain near-optimal (i.e., optimal up to poly-log factors in terms of iteration complexity) and parameter-free methods for solving monotone inclusion problems. These results immediately translate into near-optimal guarantees for approximating strong solutions to variational inequality problems, approximating convex-concave min-max optimization problems, and minimizing the norm of the gradient in min-max optimization problems. Our analysis is based on a novel and simple potential-based proof of convergence of Halpern iteration, a classical iteration for finding fixed points of nonexpansive maps. Additionally, we provide a series of algorithmic reductions that highlight connections between different problem classes and lead to lower bounds that certify near-optimality of the studied methods.
Key facts. Cited by 61 papers in the map (data through 14 Oct 2026). First posted on arXiv 20 Feb 2020.
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Citing papers per year: 2021: 5; 2022: 10; 2023: 11; 2024: 8; 2025: 6; 2026: 21.
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- 2021The Complexity of Nonconvex-Strongly-Concave Minimax Optimizationcited by 45
- 2022Accelerated Single-Call Methods for Constrained Min-Max Optimizationcited by 32
- 2021Halpern-Type Accelerated and Splitting Algorithms For Monotone Inclusionscited by 21
- 2022Accelerated Algorithms for Constrained Nonconvex-Nonconcave Min-Max Optimization and Comonotone Inclusioncited by 20
- 2022Stochastic Halpern Iteration with Variance Reduction for Stochastic Monotone Inclusionscited by 19
- 2022Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalitiescited by 19
- 2025Towards Weaker Variance Assumptions for Stochastic Optimizationcited by 17
- 2022Nest Your Adaptive Algorithm for Parameter-Agnostic Nonconvex Minimax Optimizationcited by 16
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methodscited by 15
- 2023On the Convergence of No-Regret Learning Dynamics in Time-Varying Gamescited by 14
- 2023Doubly Optimal No-Regret Learning in Monotone Gamescited by 14
- 2024Stochastic Halpern iteration in normed spaces and applications to reinforcement learningcited by 12
38 more
- 2023Accelerating Value Iteration with Anchoringcited by 11
- 2023Variance Reduced Halpern Iteration for Finite-Sum Monotone Inclusionscited by 11
- 2021Variance Reduction via Primal-Dual Accelerated Dual Averaging for Nonsmooth Convex Finite-Sumscited by 10
- 2022First-Order Algorithms for Min-Max Optimization in Geodesic Metric Spacescited by 10
- 2022First-Order Algorithms for Nonlinear Generalized Nash Equilibrium Problemscited by 9
- 2023Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problemscited by 9
- 2025From Average-Iterate to Last-Iterate Convergence in Games: A Reduction and Its Applicationscited by 8
- 2022Perseus: A Simple and Optimal High-Order Method for Variational Inequalitiescited by 5
- 2023Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developmentscited by 5
- 2024Asymptotic regularity of a generalised stochastic Halpern schemecited by 5
- 2025Multiplayer Federated Learning: Reaching Equilibrium with Less Communicationcited by 5
- 2026Lower Bounds and Proximally Anchored SGD for Non-Convex Minimization Under Unbounded Variancecited by 5
- 2021Potential Function-based Framework for Making the Gradients Small in Convex and Min-Max Optimizationcited by 4
- 2021On the Initialization for Convex-Concave Min-max Problemscited by 4
- 2023Min-Max Optimization Made Simple: Approximating the Proximal Point Method via Contraction Mapscited by 4
- 2024Revisiting Inexact Fixed-Point Iterations for Min-Max Problems: Stochasticity and Structured Nonconvexitycited by 4
- 2026Near-Optimal Last-Iterate Convergence for Zero-Sum Games with Bandit Feedback and Opponent Actionscited by 4
- 2026Direct Acceleration of Stochastic Root-Finding Without Variance Reduction and Regularizationcited by 4
- 2022Solving Constrained Variational Inequalities via a First-order Interior Point-based Methodcited by 3
- 2023Stable Nonconvex-Nonconcave Training via Linear Interpolationcited by 3
- 2024Primal Methods for Variational Inequality Problems with Functional Constraintscited by 3
- 2024Variance-Reduced Fast Krasnoselkii-Mann Methods for Finite-Sum Root-Finding Problemscited by 3
- 2025Extragradient Method for (L0, L1)-Lipschitz Root-finding Problemscited by 3
- 2026An Improved Last-Iterate Convergence Rate for Anchored Gradient Descent Ascentcited by 3
- 2026Solving Stochastic Fixed-Point Equations with High Probabilitycited by 3
- 2024An Inexact Halpern Iteration with Application to Distributionally Robust Optimizationcited by 2
- 2026On the Computational Complexity of Performative Predictioncited by 2
- 2026How to Make the Gradient Mapping Small for Constrained Stochastic Min-Max Problems and Beyondcited by 2
- 2023Beyond first-order methods for non-convex non-concave min-max optimizationcited by 1
- 2024Achieving Near-Optimal Convergence for Distributed Minimax Optimization with Adaptive Stepsizescited by 1
- 2025A Class of Accelerated Fixed-Point-Based Methods with Delayed Inexact Oracles and Its Applicationscited by 1
- 2026RAMPAGE: RAndomized Mid-Point for debiAsed Gradient Extrapolationcited by 1
- 2026Halpern Iteration Achieves tildeO(ε-1/p) pth-Order Oracle Complexity for Monotone Variational Inequalitiescited by 1
- 2026A Banach-Space Theory of Markovian Halpern Iteration for Non-Expansive Mapscited by 1
- 2023Extragradient-Type Methods with O (1/k) Last-Iterate Convergence Rates for Co-Hypomonotone Inclusionscited by 0
- 2023First-order methods for Stochastic Variational Inequality problems with Function Constraintscited by 0
- 2024HPPP: Halpern-type Preconditioned Proximal Point Algorithms and Applications to Image Restorationcited by 0
- 2025A regret minimization approach to fixed-point iterationscited by 0
50 most cited of 61 All 61 (JSON)
- 2026Optimal Oracle Complexity for Finite-Sum Monotone Inclusions4 Oct 2026
- 2026Dual-Anchor Acceleration Is Near-Optimal for Stochastic Monotone Root-Finding28 Sep 2026
- 2026Polyak-Type Extragradient Methods for Monotone Root-Finding Problems22 Sep 2026
- 2026Optimal High-Order Methods for Solving Monotone Variational Inequalities20 Sep 2026
- 2026Oracle Complexity of Stochastic Fixed-Point Equations with Nonexpansive Maps8 Sep 2026
- 2026How to Make the Gradient Mapping Small for Constrained Stochastic Min-Max Problems and Beyond8 Sep 2026
- 2026A Banach-Space Theory of Markovian Halpern Iteration for Non-Expansive Maps16 Aug 2026
- 2026Direct Acceleration of Stochastic Root-Finding Without Variance Reduction and Regularization12 Aug 2026
- 2026Provable Parameter-Free Fixed-Point Algorithms with Linear Convergence Rates10 Aug 2026
- 2026Halpern Iteration Achieves tildeO(ε-1/p) pth-Order Oracle Complexity for Monotone Variational Inequalities9 Aug 2026
- 2026On Same-Sample and Independent-Sample Stochastic Extragradient for Monotone Variational Inequalities6 Aug 2026
- 2026Solving Stochastic Fixed-Point Equations with High Probability10 Jul 2026
38 more
- 2026Accelerated and Stable Convergence with Anchored Generalized Optimistic Method19 Jun 2026
- 2026A Unifying View of Anchoring via Operator-Side Tikhonov Regularization29 May 2026
- 2026Near-Optimal Last-Iterate Convergence for Zero-Sum Games with Bandit Feedback and Opponent Actions10 May 2026
- 2026Lower Bounds and Proximally Anchored SGD for Non-Convex Minimization Under Unbounded Variance17 Apr 2026
- 2026An Improved Last-Iterate Convergence Rate for Anchored Gradient Descent Ascent4 Apr 2026
- 2026Adaptive Delayed-Update Cyclic Algorithm for Variational Inequalities31 Mar 2026
- 2026RAMPAGE: RAndomized Mid-Point for debiAsed Gradient Extrapolation23 Mar 2026
- 2026On the Computational Complexity of Performative Prediction28 Jan 2026
- 2026Frequency-Based Hyperparameter Selection in Games26 Jan 2026
- 2025A Class of Accelerated Fixed-Point-Based Methods with Delayed Inexact Oracles and Its Applications15 Dec 2025
- 2025Extragradient Method for (L0, L1)-Lipschitz Root-finding Problems25 Oct 2025
- 2025A regret minimization approach to fixed-point iterations25 Sep 2025
- 2025From Average-Iterate to Last-Iterate Convergence in Games: A Reduction and Its Applications4 Jun 2025
- 2025Towards Weaker Variance Assumptions for Stochastic Optimization14 Apr 2025
- 2025Multiplayer Federated Learning: Reaching Equilibrium with Less Communication14 Jan 2025
- 2024Asymptotic regularity of a generalised stochastic Halpern scheme7 Nov 2024
- 2024HPPP: Halpern-type Preconditioned Proximal Point Algorithms and Applications to Image Restoration18 Jul 2024
- 2024Achieving Near-Optimal Convergence for Distributed Minimax Optimization with Adaptive Stepsizes5 Jun 2024
- 2024Variance-Reduced Fast Krasnoselkii-Mann Methods for Finite-Sum Root-Finding Problems4 Jun 2024
- 2024Primal Methods for Variational Inequality Problems with Functional Constraints19 Mar 2024
- 2024Stochastic Halpern iteration in normed spaces and applications to reinforcement learning19 Mar 2024
- 2024An Inexact Halpern Iteration with Application to Distributionally Robust Optimization8 Feb 2024
- 2024Revisiting Inexact Fixed-Point Iterations for Min-Max Problems: Stochasticity and Structured Nonconvexity7 Feb 2024
- 2023Stable Nonconvex-Nonconcave Training via Linear Interpolation20 Oct 2023
- 2023Variance Reduced Halpern Iteration for Finite-Sum Monotone Inclusions4 Oct 2023
- 2023Accelerating Value Iteration with Anchoring26 May 2023
- 2023Beyond first-order methods for non-convex non-concave min-max optimization17 Apr 2023
- 2023First-order methods for Stochastic Variational Inequality problems with Function Constraints10 Apr 2023
- 2023Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developments30 Mar 2023
- 2023Extragradient-Type Methods with O (1/k) Last-Iterate Convergence Rates for Co-Hypomonotone Inclusions8 Feb 2023
- 2023Doubly Optimal No-Regret Learning in Monotone Games30 Jan 2023
- 2023On the Convergence of No-Regret Learning Dynamics in Time-Varying Games26 Jan 2023
- 2023Min-Max Optimization Made Simple: Approximating the Proximal Point Method via Contraction Maps10 Jan 2023
- 2023Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems8 Jan 2023
- 2022Accelerated Single-Call Methods for Constrained Min-Max Optimization6 Oct 2022
- 2022Solving Constrained Variational Inequalities via a First-order Interior Point-based Method21 Jun 2022
- 2022Accelerated Algorithms for Constrained Nonconvex-Nonconcave Min-Max Optimization and Comonotone Inclusion10 Jun 2022
- 2022First-Order Algorithms for Min-Max Optimization in Geodesic Metric Spaces4 Jun 2022
50 newest of 61 All 61 (JSON)
- 2021The Complexity of Nonconvex-Strongly-Concave Minimax Optimizationcited by 45
- 2022Accelerated Single-Call Methods for Constrained Min-Max Optimizationcited by 32
- 2021Halpern-Type Accelerated and Splitting Algorithms For Monotone Inclusionscited by 21
- 2022Accelerated Algorithms for Constrained Nonconvex-Nonconcave Min-Max Optimization and Comonotone Inclusioncited by 20
- 2022Stochastic Halpern Iteration with Variance Reduction for Stochastic Monotone Inclusionscited by 19
- 2022Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalitiescited by 19
- 2025Towards Weaker Variance Assumptions for Stochastic Optimizationcited by 17
- 2022Nest Your Adaptive Algorithm for Parameter-Agnostic Nonconvex Minimax Optimizationcited by 16
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methodscited by 15
- 2023On the Convergence of No-Regret Learning Dynamics in Time-Varying Gamescited by 14
- 2023Doubly Optimal No-Regret Learning in Monotone Gamescited by 14
- 2023Accelerating Value Iteration with Anchoringcited by 11
12 most cited of 59 All 59 (JSON)
- 2026Optimal Oracle Complexity for Finite-Sum Monotone Inclusions4 Oct 2026
- 2026Dual-Anchor Acceleration Is Near-Optimal for Stochastic Monotone Root-Finding28 Sep 2026
- 2026Polyak-Type Extragradient Methods for Monotone Root-Finding Problems22 Sep 2026
- 2026Optimal High-Order Methods for Solving Monotone Variational Inequalities20 Sep 2026
- 2026Oracle Complexity of Stochastic Fixed-Point Equations with Nonexpansive Maps8 Sep 2026
- 2026How to Make the Gradient Mapping Small for Constrained Stochastic Min-Max Problems and Beyond8 Sep 2026
- 2026A Banach-Space Theory of Markovian Halpern Iteration for Non-Expansive Maps16 Aug 2026
- 2026Direct Acceleration of Stochastic Root-Finding Without Variance Reduction and Regularization12 Aug 2026
- 2026Provable Parameter-Free Fixed-Point Algorithms with Linear Convergence Rates10 Aug 2026
- 2026Halpern Iteration Achieves tildeO(ε-1/p) pth-Order Oracle Complexity for Monotone Variational Inequalities9 Aug 2026
- 2026On Same-Sample and Independent-Sample Stochastic Extragradient for Monotone Variational Inequalities6 Aug 2026
- 2026Solving Stochastic Fixed-Point Equations with High Probability10 Jul 2026
12 newest of 59 All 59 (JSON)