Broader applicability of the proposed Lipschitz estimator beyond strong convexity
Investigate the applicability of the online Lipschitz-smoothness estimator L_{t+1} = max(L_t, c_{t+1}) used within the NAG-free heuristic to optimization problems outside the strongly convex setting, and ascertain domains where this estimator provides practical benefits.
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Moreover, we conjecture that our L-estimator has promising applications in domains beyond the strong convexity setting, and exploring this broader applicability will be another important area for future investigation.
Several directions remain open for future work. First, the convergence analysis relies on conservative global Lipschitz constants and sampling assumptions. Developing weaker convergence conditions and adaptive local Lipschitz estimates could reduce conservatism. Approaches that avoid requiring a known Lipschitz constant altogether provide another promising direction .