The contribution of this paper includes two aspects. First, we study the lower bound complexity for the minimax optimization problem whose objective function is the average of $n$ individual smooth component functions. We consider Proximal Incremental First-order (PIFO) algorithms which have access to gradient and proximal oracle for each individual component. We develop a novel approach for constructing adversarial problems, which partitions the tridiagonal matrix of classical examples into $n$ groups. This construction is friendly to the analysis of incremental gradient and proximal oracle. With this approach, we demonstrate the lower bounds of first-order algorithms for finding an $\varepsilon$-suboptimal point and an $\varepsilon$-stationary point in different settings. Second, we also derive the lower bounds of minimization optimization with PIFO algorithms from our approach, which can cover the results in \citep{woodworth2016tight} and improve the results in \citep{zhou2019lower}.

This paper studies the lower bound complexity for the optimization problem whose objective function is the average of $n$ individual smooth convex functions. We consider the algorithm which gets access to gradient and proximal oracle for each individual component. For the strongly-convex case, we prove such an algorithm can not reach an $\varepsilon$-suboptimal point in fewer than $\Omega((n+\sqrt{\kappa n})\log(1/\varepsilon))$ iterations, where $\kappa$ is the condition number of the objective function. This lower bound is tighter than previous results and perfectly matches the upper bound of the existing proximal incremental first-order oracle algorithm Point-SAGA. We develop a novel construction to show the above result, which partitions the tridiagonal matrix of classical examples into $n$ groups. This construction is friendly to the analysis of proximal oracle and also could be used to general convex and average smooth cases naturally.