English

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 ϵ\epsilon. While bounds obtained using the standard argument typically are of the form O(ϵα)\mathcal{O}(\epsilon^{-\alpha}) for some positive α\alpha, the refined results are of the form o(ϵα)o(\epsilon^{-\alpha}). 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}
}

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