H-invariance theory: A complete characterization of minimax optimal fixed-point algorithms
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Abstract (arXiv)
For nonexpansive fixed-point problems, Halpern's method with optimal parameters, its so-called H-dual algorithm, and in fact, an infinite family of algorithms containing them, all exhibit the exactly minimax optimal convergence rates. In this work, we provide a characterization of the complete, exhaustive family of distinct algorithms using predetermined step-sizes, represented as lower triangular H-matrices, which attain the same optimal convergence rate. The characterization is based on polynomials in the entries of the H-matrix that we call H-invariants, whose values stay constant over all optimal H-matrices, together with H-certificates, of which nonnegativity precisely specifies the region of optimality within the common level set of H-invariants. The H-invariance theory we present offers a novel view of optimal acceleration in first-order optimization as a mathematical study of carefully selected invariants, certificates, and structures induced by them.
Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). First posted on arXiv 18 Nov 2025.
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Citing papers per year: 2026: 3.
3 papers.
- 2026Direct Acceleration of Stochastic Root-Finding Without Variance Reduction and Regularizationcited by 4
- 2026On Same-Sample and Independent-Sample Stochastic Extragradient for Monotone Variational Inequalitiescited by 0
- 2026Polyak-Type Extragradient Methods for Monotone Root-Finding Problemscited by 0
- 2026Polyak-Type Extragradient Methods for Monotone Root-Finding Problems22 Sep 2026
- 2026Direct Acceleration of Stochastic Root-Finding Without Variance Reduction and Regularization12 Aug 2026
- 2026On Same-Sample and Independent-Sample Stochastic Extragradient for Monotone Variational Inequalities6 Aug 2026