English

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 f ⁣:MRf \colon \mathcal{M} \to \mathbb{R} be a Lipschitz and geodesically convex function defined on a dd-dimensional Riemannian manifold M\mathcal{M}. Does there exist a first-order deterministic algorithm which (a) uses at most O(poly(d)log(ϵ1))O(\mathrm{poly}(d) \log(\epsilon^{-1})) subgradient queries to find a point with target accuracy ϵ\epsilon, and (b) requires only O(poly(d))O(\mathrm{poly}(d)) 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 O(d2log2(ϵ1))O(d^2 \log^2(\epsilon^{-1})) and per-query complexity O(d2)O(d^2) for the limited case where M\mathcal{M} 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.

Keywords

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}
}
R2 v1 2026-06-28T11:38:35.494Z