Open Problem: Polynomial linearly-convergent method for geodesically convex optimization?
Optimization and Control
2023-07-25 v1 Computational Complexity
Numerical Analysis
Differential Geometry
Numerical Analysis
Abstract
Let be a Lipschitz and geodesically convex function defined on a -dimensional Riemannian manifold . Does there exist a first-order deterministic algorithm which (a) uses at most subgradient queries to find a point with target accuracy , and (b) requires only arithmetic operations per query? In convex optimization, the classical ellipsoid method achieves this. After detailing related work, we provide an ellipsoid-like algorithm with query complexity and per-query complexity for the limited case where has constant curvature (hemisphere or hyperbolic space). We then detail possible approaches and corresponding obstacles for designing an ellipsoid-like method for general Riemannian manifolds.
Cite
@article{arxiv.2307.12743,
title = {Open Problem: Polynomial linearly-convergent method for geodesically convex optimization?},
author = {Christopher Criscitiello and David Martínez-Rubio and Nicolas Boumal},
journal= {arXiv preprint arXiv:2307.12743},
year = {2023}
}