Dual-Inertial Bregman Methods with Energy-Based Safeguarding

Abstract

We develop a dual-inertial framework for convex optimization that introduces inertia in dual coordinates while retaining the Bregman proximal-type oracles. For unrestarted iterations, uniformly bounded positive directional variation gives a last-iterate $\cO((1+\log k)/k^2)$ rate, improving to $\cO(k^{-2})$ under additional weighted summability. A computable safeguarded algorithm gives a global $\cO(N^{-1})$ objective-gap bound for the best accepted point, where $N$ counts all proximal oracle calls. Under local strong-convexity and kernel regularity conditions, all three safeguarded methods restart finitely and attain a final-epoch last-iterate $\cO(N^{-2})$ rate. Numerical experiments compare objective accuracy and computational cost on entropy regression and nonnegative least squares. Comparative numerical experiments illustrate the performance advantages of the proposed methods.