Relative Lipschitzness in Extragradient Methods and a Direct Recipe for Acceleration
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Abstract (arXiv)
We show that standard extragradient methods (i.e. mirror prox and dual extrapolation) recover optimal accelerated rates for first-order minimization of smooth convex functions. To obtain this result we provide a fine-grained characterization of the convergence rates of extragradient methods for solving monotone variational inequalities in terms of a natural condition we call relative Lipschitzness. We further generalize this framework to handle local and randomized notions of relative Lipschitzness and thereby recover rates for box-constrained ℓ_∞ regression based on area convexity and complexity bounds achieved by accelerated (randomized) coordinate descent for smooth convex function minimization.
Key facts. Cited by 18 papers in the map (data through 7 Oct 2026). First posted on arXiv 12 Nov 2020.
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Citing papers per year: 2021: 4; 2022: 7; 2023: 3; 2024: 3; 2025: 0; 2026: 1.
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- 2021No-Regret Dynamics in the Fenchel Game: A Unified Framework for Algorithmic Convex Optimizationcited by 20
- 2021Accelerated Primal-Dual Gradient Method for Smooth and Convex-Concave Saddle-Point Problems with Bilinear Couplingcited by 16
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methodscited by 14
- 2022Lifted Primal-Dual Method for Bilinearly Coupled Smooth Minimax Optimizationcited by 13
- 2022Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Surveycited by 10
- 2021Complementary Composite Minimization, Small Gradients in General Norms, and Applicationscited by 9
- 2023Algorithmic Aspects of the Log-Laplace Transform and a Non-Euclidean Proximal Samplercited by 9
- 2024Testing Calibration in Nearly-Linear Timecited by 9
- 2023Continuized Acceleration for Quasar Convex Functions in Non-Convex Optimizationcited by 5
- 2024Accelerated Preference Optimization for Large Language Model Alignmentcited by 5
- 2021First-Order Methods for Convex Optimizationcited by 4
- 2022Fast Stochastic Composite Minimization and an Accelerated Frank-Wolfe Algorithm under Parallelizationcited by 4
6 more
- 2022Optimal Extragradient-Based Bilinearly-Coupled Saddle-Point Optimizationcited by 4
- 2022Nesterov Meets Optimism: Rate-Optimal Separable Minimax Optimizationcited by 2
- 2022Optimal Algorithms for Stochastic Complementary Composite Minimizationcited by 1
- 2024Faster Acceleration for Steepest Descentcited by 1
- 2023Federated Composite Saddle Point Optimizationcited by 0
- 2026Adaptive Bregman Proximal Stochastic Gradient with a Stabilized Barzilai--Borwein Step Sizecited by 0
- 2026Adaptive Bregman Proximal Stochastic Gradient with a Stabilized Barzilai--Borwein Step Size12 Aug 2026
- 2024Accelerated Preference Optimization for Large Language Model Alignment8 Oct 2024
- 2024Faster Acceleration for Steepest Descent28 Sep 2024
- 2024Testing Calibration in Nearly-Linear Time20 Feb 2024
- 2023Federated Composite Saddle Point Optimization25 May 2023
- 2023Continuized Acceleration for Quasar Convex Functions in Non-Convex Optimization15 Feb 2023
- 2023Algorithmic Aspects of the Log-Laplace Transform and a Non-Euclidean Proximal Sampler13 Feb 2023
- 2022Optimal Algorithms for Stochastic Complementary Composite Minimization3 Nov 2022
- 2022Nesterov Meets Optimism: Rate-Optimal Separable Minimax Optimization31 Oct 2022
- 2022Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey29 Aug 2022
- 2022Optimal Extragradient-Based Bilinearly-Coupled Saddle-Point Optimization17 Jun 2022
- 2022Fast Stochastic Composite Minimization and an Accelerated Frank-Wolfe Algorithm under Parallelization25 May 2022
6 more
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methods9 Feb 2022
- 2022Lifted Primal-Dual Method for Bilinearly Coupled Smooth Minimax Optimization19 Jan 2022
- 2021Accelerated Primal-Dual Gradient Method for Smooth and Convex-Concave Saddle-Point Problems with Bilinear Coupling30 Dec 2021
- 2021No-Regret Dynamics in the Fenchel Game: A Unified Framework for Algorithmic Convex Optimization22 Nov 2021
- 2021Complementary Composite Minimization, Small Gradients in General Norms, and Applications26 Jan 2021
- 2021First-Order Methods for Convex Optimization4 Jan 2021
- 2021No-Regret Dynamics in the Fenchel Game: A Unified Framework for Algorithmic Convex Optimizationcited by 20
- 2021Accelerated Primal-Dual Gradient Method for Smooth and Convex-Concave Saddle-Point Problems with Bilinear Couplingcited by 16
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methodscited by 14
- 2022Lifted Primal-Dual Method for Bilinearly Coupled Smooth Minimax Optimizationcited by 13
- 2022Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Surveycited by 10
- 2021Complementary Composite Minimization, Small Gradients in General Norms, and Applicationscited by 9
- 2023Algorithmic Aspects of the Log-Laplace Transform and a Non-Euclidean Proximal Samplercited by 9
- 2024Testing Calibration in Nearly-Linear Timecited by 9
- 2023Continuized Acceleration for Quasar Convex Functions in Non-Convex Optimizationcited by 5
- 2021First-Order Methods for Convex Optimizationcited by 4
- 2022Fast Stochastic Composite Minimization and an Accelerated Frank-Wolfe Algorithm under Parallelizationcited by 4
- 2022Optimal Extragradient-Based Bilinearly-Coupled Saddle-Point Optimizationcited by 4
12 most cited of 17 All 17 (JSON)
- 2026Adaptive Bregman Proximal Stochastic Gradient with a Stabilized Barzilai--Borwein Step Size12 Aug 2026
- 2024Faster Acceleration for Steepest Descent28 Sep 2024
- 2024Testing Calibration in Nearly-Linear Time20 Feb 2024
- 2023Federated Composite Saddle Point Optimization25 May 2023
- 2023Continuized Acceleration for Quasar Convex Functions in Non-Convex Optimization15 Feb 2023
- 2023Algorithmic Aspects of the Log-Laplace Transform and a Non-Euclidean Proximal Sampler13 Feb 2023
- 2022Optimal Algorithms for Stochastic Complementary Composite Minimization3 Nov 2022
- 2022Nesterov Meets Optimism: Rate-Optimal Separable Minimax Optimization31 Oct 2022
- 2022Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey29 Aug 2022
- 2022Optimal Extragradient-Based Bilinearly-Coupled Saddle-Point Optimization17 Jun 2022
- 2022Fast Stochastic Composite Minimization and an Accelerated Frank-Wolfe Algorithm under Parallelization25 May 2022
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methods9 Feb 2022
12 newest of 17 All 17 (JSON)