Accelerated Mirror Descent Method through Variable and Operator Splitting
Abstract
Mirror descent uses the mirror function to encode geometry and constraints, improving convergence while preserving feasibility. Accelerated Mirror Descent Methods (Acc-MD) are derived from a discretization of an accelerated mirror ODE system using a variable--operator splitting framework. A geometric assumption, termed the Generalized Cauchy-Schwarz (GCS) condition, is introduced to quantify the compatibility between the objective and the mirror geometry, under which the first accelerated linear convergence for Acc-MD on a broad class of problems is established. Numerical experiments on smooth and composite optimization tasks demonstrate that Acc-MD consistently outperforms existing accelerated variants, both theoretically and empirically.
Fields of Study & Subjects
Stochastic Gradient Optimization Techniques
Optimization and Variational Analysis
Advanced Optimization Algorithms Research
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 26 January 2026
- Document type
- Preprint