English

On the complexity of finding stationary points of smooth functions in one dimension

Optimization and Control 2023-03-21 v2

Abstract

We characterize the query complexity of finding stationary points of one-dimensional non-convex but smooth functions. We consider four settings, based on whether the algorithms under consideration are deterministic or randomized, and whether the oracle outputs 1st1^{\rm st}-order or both 0th0^{\rm th}- and 1st1^{\rm st}-order information. Our results show that algorithms for this task provably benefit by incorporating either randomness or 0th0^{\rm th}-order information. Our results also show that, for every dimension d1d \geq 1, gradient descent is optimal among deterministic algorithms using 1st1^{\rm st}-order queries only.

Keywords

Cite

@article{arxiv.2209.07513,
  title  = {On the complexity of finding stationary points of smooth functions in one dimension},
  author = {Sinho Chewi and Sébastien Bubeck and Adil Salim},
  journal= {arXiv preprint arXiv:2209.07513},
  year   = {2023}
}

Comments

17 pages, 3 figures