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PreprintCC BY 4.0arXiv

Adaptive First-Order Methods with Composite Gradient Error

Abstract

We study first-order optimization with inexact gradients whose errors combine a component proportional to the true gradient norm and a uniformly bounded absolute component. We develop an adaptive gradient descent scheme that selects estimates of the smoothness constant and both error parameters through a computable backtracking condition using exact function values. Its analysis yields convergence for smooth objectives and functions satisfying Polyak-Lojasiewicz condition. For strongly convex objectives, we propose a composite-error intermediate gradient method, that adapts to unknown smoothness while using known error bounds and a strong convexity parameter μ. With fixed smoothness L, acceleration is retained when α=𝒪((μ/ L )1/4), larger admissible errors yield intermediate rates. Throughout the range 0 leqslant αleqslant 1/3, the absolute error bound δ contributes at most 𝒪 (δ2/μ) to the objective residual, without additional amplification by the condition number.

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BibTeX
@misc{vasin2026adaptive,
  title = {{Adaptive First-Order Methods with Composite Gradient Error}},
  author = {Artem Vasin and Alexander Tyurin and Alexander Gasnikov},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.24863},
  eprint = {2610.24863},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.24863},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Adaptive First-Order Methods with Composite Gradient Error
AU  - Artem Vasin
AU  - Alexander Tyurin
AU  - Alexander Gasnikov
PY  - 2026
DA  - 2026/10/17
PB  - arXiv
DO  - 10.48550/arxiv.2610.24863
UR  - https://arxiv.org/abs/2610.24863
AB  - We study first-order optimization with inexact gradients whose errors combine a component proportional to the true gradient norm and a uniformly bounded absolute component. We develop an adaptive gradient descent scheme that selects estimates of the smoothness constant and both error parameters through a computable backtracking condition using exact function values. Its analysis yields convergence for smooth objectives and functions satisfying Polyak-Lojasiewicz condition. For strongly convex objectives, we propose a composite-error intermediate gradient method, that adapts to unknown smoothness while using known error bounds and a strong convexity parameter μ. With fixed smoothness L, acceleration is retained when α=𝒪((μ/ L )^1/4), larger admissible errors yield intermediate rates. Throughout the range 0 leqslant αleqslant 1/3, the absolute error bound δ contributes at most 𝒪 (δ^2/μ) to the objective residual, without additional amplification by the condition number.
ER  -