English

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 O(ϵ4/3)O(\epsilon^{-4/3}) expected runtime --- including computational cost --- for finding ϵ\epsilon-stationary points of smooth nonconvex functions using cutting plane methods. This improves on the best-known epsilon dependence achieved by cubic regularized Newton of O(ϵ3/2)O(\epsilon^{-3/2}) as proved by Nesterov and Polyak (2006). Our techniques utilize the convex until proven guilty principle proposed by Carmon, Duchi, Hinder, and Sidford (2017).

Keywords

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}
}
R2 v1 2026-06-23T02:03:34.566Z