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Main Authors: Burns, Matthew X., Liang, Jiaming
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2602.17878
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author Burns, Matthew X.
Liang, Jiaming
author_facet Burns, Matthew X.
Liang, Jiaming
contents This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity in both the convex and strongly convex settings. For linearly constrained problems, we introduce inexact augmented Lagrangian methods, including a basic method and an outer-accelerated variant, and establish near-optimal first-order complexity for both methods. The established complexity bounds follow from a unified analysis based on new inexact proximal point frameworks that accommodate relative and absolute inexactness, acceleration, and strongly convex objectives. Numerical experiments on LASSO and linearly constrained quadratic programs demonstrate the practical efficiency of the proposed methods.
format Preprint
id arxiv_https___arxiv_org_abs_2602_17878
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Improved Analysis of Restarted Accelerated Gradient and Augmented Lagrangian Methods via Inexact Proximal Point Frameworks
Burns, Matthew X.
Liang, Jiaming
Optimization and Control
This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity in both the convex and strongly convex settings. For linearly constrained problems, we introduce inexact augmented Lagrangian methods, including a basic method and an outer-accelerated variant, and establish near-optimal first-order complexity for both methods. The established complexity bounds follow from a unified analysis based on new inexact proximal point frameworks that accommodate relative and absolute inexactness, acceleration, and strongly convex objectives. Numerical experiments on LASSO and linearly constrained quadratic programs demonstrate the practical efficiency of the proposed methods.
title Improved Analysis of Restarted Accelerated Gradient and Augmented Lagrangian Methods via Inexact Proximal Point Frameworks
topic Optimization and Control
url https://arxiv.org/abs/2602.17878