REVIEW 3 minor 1 cited by
Convergence Rates for $\ell_p$ Norm Minimization in Convex Vector Optimization
T0 review · 0 major / 3 minor · reviewed 2026-05-19 · grok-4.3
Pith's one-line read Any ℓ_p norm in norm-minimization algorithms for convex vector optimization achieves the optimal convergence rate O(k^{2/(1-q)}).
desk verdict The paper shows the optimal Euclidean convergence rate for outer approximations carries over to all ℓ_p norms without exponent loss, using a simple intermediary argument. read the letter →
The pith
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
The reading
What carries the argument
Euclidean intermediary technique that first bounds hyperplane distances quadratically via the inner product on R^q and then converts the bound to an arbitrary ℓ_p metric by norm equivalence.
What would settle it
Run the algorithm on a convex vector problem whose exact Pareto set is known, measure the Hausdorff error after successive iterations with an ℓ_p norm where p is not 2, and check whether the observed decay is strictly slower than k to the power 2/(1-q).
Extended reading notes
Core claim
We prove that the Hausdorff approximation error satisfies δ_H(P_k, A) = O(k^{2/(1-q)}) for every p ∈ (1,∞). The proof introduces a Euclidean intermediary technique that exploits the ambient inner product structure of R^q to obtain a quadratic bound on the hyperplane distance, bypassing the ℓ_p smoothness limitation; norm equivalence then converts this to any ℓ_p metric at the cost of only a dimension-dependent constant, not a loss of exponent.
Load-bearing premise
The Euclidean inner product on the objective space R^q supplies a quadratic bound on distances to supporting hyperplanes that norm equivalence preserves in its exponent when the metric is changed to any ℓ_p norm.
Editorial extensions
If this is right
- The asymptotic convergence rate stays optimal and does not degrade when p moves away from 2.
- Only dimension-dependent constants are introduced by the norm conversion, leaving the exponent unchanged.
- Any convenient ℓ_p norm can be chosen for computational reasons without sacrificing the theoretical rate.
- The same rate holds for every finite number q of objectives.
- Numerical runs on test problems confirm the p-independent decay predicted by the analysis.
Reading between the lines
- The intermediary-Euclidean step may be reusable for convergence analyses of other approximation schemes that employ non-Euclidean scalarizations.
- In implementation one could therefore prefer p=1 or p=∞ for sparsity or speed of linear programs while retaining the best-known exponent.
- The technique suggests that similar geometric bypasses could improve rates in related problems such as set-valued optimization or robust multiobjective problems.
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The manuscript analyzes convergence rates of norm-minimization-based outer approximation algorithms for convex vector optimization problems when scalarization employs an ℓ_p norm with p ∈ (1, ∞). It establishes that the Hausdorff approximation error satisfies δ_H(P_k, A) = O(k^{2/(1-q)}) for every such p, matching the optimal Euclidean rate; the argument proceeds by first obtaining a quadratic bound on hyperplane distances via the ambient Euclidean inner product on R^q and then transferring the bound to the target ℓ_p metric by finite-dimensional norm equivalence.
Significance. If the central result holds, the contribution is significant: it resolves an open question by demonstrating that the convergence rate remains optimal and independent of p, in contrast to the weaker min(p,2) exponent obtained from a direct modulus-of-smoothness argument. The Euclidean-intermediary technique is a clean exploitation of norm equivalence that preserves the exponent while incurring only a dimension-dependent constant. Analytic derivation together with numerical confirmation strengthens the claim. The result has direct implications for algorithm design in multi-objective optimization, indicating that non-Euclidean scalarizations can be used without theoretical penalty on the rate.
minor comments (3)
- §2.1: the statement of the outer-approximation iteration could explicitly record the dependence of the cutting-plane coefficients on the chosen ℓ_p norm to make the subsequent Euclidean reduction clearer.
- Theorem 3.1: the constant hidden in the O-notation is stated to depend on q and p; an explicit (even if crude) bound in terms of the norm-equivalence constants would be useful for readers interested in quantitative estimates.
- Figure 5: the log-log plots for p = 1.1 and p = 10 would benefit from an additional reference line with slope 2/(1-q) to facilitate visual verification of the claimed exponent.
Simulated Author's Rebuttal
We thank the referee for the positive summary, significance assessment, and recommendation of minor revision. The referee's description accurately captures our use of the Euclidean intermediary to obtain the optimal p-independent rate O(k^{2/(1-q)}) via norm equivalence. No major comments were raised in the report.
Circularity Check
No significant circularity; derivation is self-contained
full rationale
The paper derives the claimed Hausdorff rate O(k^{2/(1-q)}) via an explicit Euclidean intermediary that produces a quadratic hyperplane-distance bound using only the ambient inner-product structure on R^q, followed by standard norm equivalence to transfer the bound to any ℓ_p metric. Norm equivalence affects only the multiplicative constant (depending on q and p) and leaves the exponent unchanged. The manuscript supplies the explicit construction of the intermediary bound, confirms the resulting rate analytically, and validates it numerically. No step reduces the target rate to a fitted parameter, a self-referential definition, or a load-bearing self-citation whose content is unverified outside the present work. The argument is therefore independent of the inputs it seeks to bound.
Assumptions & free parameters
assumptions (1)
- standard math All norms on R^q are equivalent, with constants depending only on dimension q and the choice of norms.
Cite this review
Pith. "Pith review of Convergence Rates for $\ell_p$ Norm Minimization in Convex Vector Optimization." pith.science (2026). https://pith.science/paper/5MGIFMV4
@misc{pith2026260514324,
author = {Pith},
title = {Pith review of: Convergence Rates for $\ell_p$ Norm Minimization in Convex Vector Optimization},
year = {2026},
howpublished = {\url{https://pith.science/paper/5MGIFMV4}},
note = {Machine review of arXiv:2605.14324}
}
abstract
We analyze convergence rates of norm-minimization-based outer approximation algorithms for convex vector optimization when the scalarization uses an $\ell_p$ norm with $p \in (1,\infty)$. While the Euclidean case ($p=2$) achieves the optimal rate $O(k^{2/(1-q)})$, the behavior under general $\ell_p$ norms has remained open. A direct approach via the modulus of smoothness yields only the weaker exponent $\min(p,2)$, which degrades for $1 < p < 2$. We prove that the Hausdorff approximation error satisfies $\delta_H(P_k, A) = O(k^{2/(1-q)})$ for \emph{every} $p \in (1,\infty)$, where $q$ is the number of objectives and $k$ is the iteration count. The proof introduces a Euclidean intermediary technique that exploits the ambient inner product structure of $\R^q$ to obtain a quadratic bound on the hyperplane distance, bypassing the $\ell_p$ smoothness limitation; norm equivalence then converts this to any $\ell_p$ metric at the cost of only a dimension-dependent constant, not a loss of exponent. Numerical experiments confirm the $p$-independent rate predicted by the theory.
Figures
Forward citations
Cited by 1 Pith paper
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