Cutting plane methods can be extended into nonconvex optimization
Optimization and Control
2019-06-28 v4 Computational Complexity
Abstract
We show that it is possible to obtain an expected runtime --- including computational cost --- for finding -stationary points of smooth nonconvex functions using cutting plane methods. This improves on the best-known epsilon dependence achieved by cubic regularized Newton of as proved by Nesterov and Polyak (2006). Our techniques utilize the convex until proven guilty principle proposed by Carmon, Duchi, Hinder, and Sidford (2017).
Cite
@article{arxiv.1805.08370,
title = {Cutting plane methods can be extended into nonconvex optimization},
author = {Oliver Hinder},
journal= {arXiv preprint arXiv:1805.08370},
year = {2019}
}