Lower Bounds for Randomized Linear-Oracle Optimization over Strongly Convex Sets

arXiv:2610.13590v1 Announce Type: cross Abstract: Recent results [arXiv:2602.04378, arXiv:2602.22608] have established worst-case objective-error lower bounds of order 1/T^2 after T linear minimization oracle (LMO) calls, matching the upper bound [arXiv:1406.1305] in its dependence on T and thereby resolving a long-standing open question. Upon close inspection, however, both lower bounds are somewhat brittle. The first [arXiv:2602.04378] applies only to the standard Frank--Wolfe algorithm, and, as we show, its prescribed slow exact-line-search trajectories can amplify sufficiently small initialization errors exponentially, corresponding to roughly one additional bit of initialization accuracy per iteration. The second [arXiv:2602.22608] obtains lower bounds for any deterministic LMO-based first-order method via a resisting oracle that adversarially adapts to the queries of the algorithm. In both cases it is conceivable that randomization may circumvent these lower bounds; in particular, neither establishes a lower bound for unrestricted randomized first-order LMO methods. We close this gap by proving an Omega(Loperatorname{diam}(S)^2/T^2) distributional lower bound for randomized first-order linear minimization oracle methods over strongly convex sets. While our construction reuses the family of [arXiv:2602.22608], our proof characterizes the conditional distribution of the hidden permutation after adaptive queries and bounds the expected decrease of a combinatorial statistic controlling optimizer variance. We further show that the same error threshold holds with probability at least 3/4 and yields a stopping-time tail bound.

Source: arXiv cs.LG | 2026-10-12