The Ω(1/t²) lower bound for first-order methods
ProofOlympiad / Extreme⏱ 1 dayAdvanced Optimizationlower boundaccelerationoptimalityworst case
Problem
Prove that for every first-order method whose iterates satisfy
and for every , there exists a convex -smooth function on with
Conclude that Nesterov's method is optimal in this class up to a constant.
Write a complete argument. Every inequality you use should be one you could state precisely.
Hints
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Solution
Opening this before you have a real attempt on paper is the fastest way to feel like you understand something you cannot reproduce.
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