Refining asymptotic complexity bounds for nonconvex optimization methods, including why steepest descent is $o(\epsilon^{-2})$ rather than $\mathcal{O}(\epsilon^{-2})$
Optimization and Control
2024-08-20 v1 Computational Complexity
Abstract
We revisit the standard ``telescoping sum'' argument ubiquitous in the final steps of analyzing evaluation complexity of algorithms for smooth nonconvex optimization, and obtain a refined formulation of the resulting bound as a function of the requested accuracy . While bounds obtained using the standard argument typically are of the form for some positive , the refined results are of the form . We then explore to which known algorithms our refined bounds are applicable and finally describe an example showing how close the standard and refined bounds can be.
Keywords
Cite
@article{arxiv.2408.09124,
title = {Refining asymptotic complexity bounds for nonconvex optimization methods, including why steepest descent is $o(\epsilon^{-2})$ rather than $\mathcal{O}(\epsilon^{-2})$},
author = {Serge Gratton and Chee-Khian Sim and Philippe L. Toint},
journal= {arXiv preprint arXiv:2408.09124},
year = {2024}
}
Comments
10 ages, 1 figure