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arXiv · 2610.05038

Optimal Oracle Complexity for Finite-Sum Monotone Inclusions

Qihao Zhou
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Abstract

We present an oracle-optimal method for finite-sum monotone inclusions under mean-square Lipschitz continuity. Our switching regularization method finds a point $y$ and a certificate $g\in G(y)$ with $(\mathbb{E}\|F(y)+g\|^2)^{1/2}\le\varepsilon$ using $\mathcal{O}(n+\sqrt{n}LR/\varepsilon)$ expected component evaluations and resolvent evaluations. It removes the additive $n\log n$ cost of restarting a variance-reduced solver at every regularization stage by switching to a centered stochastic proximal iteration at regularization strength $L/\sqrt{n}$. Carrying an operator estimate between the remaining stages limits their total cost to $\mathcal{O}(n)$. A matching $Ω(n+\sqrt{n}LR/\varepsilon)$ lower bound holds for randomized linear-span component-oracle algorithms with adaptive stopping and expected query budgets. Thus, for $0<\varepsilon\le LR/2$, our method attains the optimal worst-case expected component complexity in this oracle model, up to universal constants.

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Qihao Zhou. 2026-10-04. Optimal Oracle Complexity for Finite-Sum Monotone Inclusions. https://arxiv.org/abs/2610.05038

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