PFUGS is the first parameter-free gradient sliding method for composite convex problems with unknown Hölder and Lipschitz constants, using O((M_ν/ε)^{2/(1+3ν)}) subgradient evaluations of f and O((L/ε)^{1/2}) gradient evaluations of g.
Primal-dual extrapolation methods for monotone inclusions under local lipschitz continuity.Mathematics of Operations Research, 50(4):2577–2599, 2025
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Universal and Parameter-free Gradient Sliding for Composite Optimization
PFUGS is the first parameter-free gradient sliding method for composite convex problems with unknown Hölder and Lipschitz constants, using O((M_ν/ε)^{2/(1+3ν)}) subgradient evaluations of f and O((L/ε)^{1/2}) gradient evaluations of g.