Efficient estimation of the strong convexity parameter without restarts
Determine whether the strong convexity parameter m of a Lipschitz-smooth, strongly convex objective f in the class F(L,m) can be efficiently estimated online without using restart schemes. The goal is to develop an estimator that operates during optimization, does not rely on prior knowledge of m, and avoids restarts.
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While the Lipschitz smoothness parameter L can be easily estimated by backtracking, directly estimating (i.e., without restarts) the strong convexity parameter m remains an open problem.
Estimating the $L$-smoothness and $\mu$-strong convexity parameters without prior problem information remains challenging . It is worth investigating whether adaptive iteration-dependent parameters $L_k$ and $\mu_k$ can be incorporated into the UGM framework ugm to achieve accelerated convergence, following the parameter strategy of Nesterovâs FGM .