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.
A simple uniformly optimal method without line search for convex optimization.Mathematical Programming, pages 1–38, 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.