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Generalized Smooth Variational Inequalities: Methods with Adaptive Stepsizes

ICML 2024 · Optimization › Nonconvex and smooth optimization · approach: Adaptive first-order convex methods

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Proves first convergence guarantees for projection, Korpelevich, and Popov methods on structured non-monotone variational inequalities with α-symmetric (generalized smooth) operators, using adaptive stepsizes.

Problem

Variational inequalities arising in ML (GANs, adversarial and multi-agent training) typically violate strong monotonicity and Lipschitz continuity; existing VI convergence theory does not cover generalized smooth operators.

Approach

Combines p-quasi sharpness (structured non-monotonicity) with α-symmetric generalized smoothness and designs adaptive stepsizes normalized by operator values (and iterate distances) so that projection, Korpelevich and Popov methods converge with rates matching or improving smooth-VI results; also proposes clipped Korpelevich with backtracking that needs no problem constants.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use adaptive stepsizes instead of golden-ratio stepsizesKorpelevich method · VI(R², F), α ≈ 0.09, 0.66, 0.86distance to solutionHelped
Increase α and pProjection, Korpelevich, and Popov methods with adaptive stepsizes · VI(R², F)distance to solutionHurt
Use projection instead of Korpelevich or Popov with parameter-dependent adaptive stepsizesVI(R², F) · VI(R², F), α ≈ 0.09, 0.66, 0.86distance to solutionHelped
Use clipping with backtrackingKorpelevich method · VI(R², F), α ≈ 0.09, 0.66, 0.86distance to solutionHelped
Use decreasing stepsizesKorpelevich and Popov methods with clipping · VI(R², F), α ≈ 0.09, 0.66, 0.86distance to solutionHelped
Increase α and pKorpelevich with clipping and backtracking · VI(R², F)distance to solutionNo clear effect
Use Korpelevich or Popov instead of projection with decreasing, parameter-independent adaptive stepsizesProjection method · VI(R², F)distance to solutionHelped
Use adaptive stepsizes for Korpelevich and Popov methods on p > 2 operatorsKorpelevich and Popov methods · Generalized smooth VIsconvergence rate: O(k−2/(p−2)) vs O(k−1/(p−1))Helped

Surprising findings

Limitations

Experimental setup

Benchmarks: synthetic 2D unconstrained VI operator from Proposition 2.5

Metrics: distance to solution set vs iterations

Baselines: Korpelevich with golden ratio stepsizes

Builds on: Korpelevich extragradient method Popov optimistic gradient method (L0,L1)-smoothness (Zhang et al., 2020) alpha-symmetric operators (Chen et al., 2023) p-quasi sharpness (Vankov et al., 2023) golden ratio stepsizes (Böhm, 2023)

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