Title: Near-Optimal Convergence of Accelerated Gradient Methods under Generalized and $(L_0, L_1)$-Smoothness
Primary area: optimization
Keywords: $(L_0, L_1)$-smoothness, generalized smoothness, accelerated gradient methods, convex optimization

Abstract: We study first‐order methods for convex optimization problems with functions $f$ satisfying the recently proposed $\ell$-smoothness condition $\|\|\nabla^{2}f(x)\|\| \le \ell\left(\|\|\nabla f(x)\|\|\right),$ which generalizes the $L$-smoothness and $(L_{0},L_{1})$-smoothness. While accelerated gradient descent (AGD) is known to reach the optimal complexity $\mathcal{O}(\sqrt{L} R / \sqrt{\varepsilon})$ under $L$-smoothness, where $\varepsilon$ is an error tolerance and $R$ is the distance between a starting and an optimal point, existing extensions to $\ell$-smoothness either incur extra dependence on the initial gradient, suffer exponential factors in $L_{1} R$, or require costly auxiliary sub-routines, leaving open whether an AGD‐type $\mathcal{O}(\sqrt{\ell(0)} R / \sqrt{\varepsilon})$ rate is possible for small-$\varepsilon$, even in the $(L_{0},L_{1})$-smoothness case. We resolve this open question. Leveraging a new Lyapunov function and designing new algorithms, we achieve $\mathcal{O}(\sqrt{\ell(0)} R / \sqrt{\varepsilon})$ oracle complexity for small-$\varepsilon$ and virtually any $\ell$. For instance, for $(L_{0},L_{1})$-smoothness, our bound $\mathcal{O}(\sqrt{L_0} R / \sqrt{\varepsilon})$ is provably optimal in the small-$\varepsilon$ regime and removes all non-constant multiplicative factors present in prior accelerated algorithms.