Uncomputability of Global Optima for Nonconvex Functions in the Oracle Model
Abstract
While it is well known that finding approximate optima of non-convex functions is computationally intractable, we show that the problem is, in fact, uncomputable in the oracle model. Specifically, we prove that no algorithm with access only to a function oracle can compute the global minimum or even an -approximation of the minimizer or minimal value. We then characterize a necessary and sufficient condition under which global optima become computable, based on the existence of a computable predicate that subsumes the global optimality condition. As an illustrative example, we consider the basin of attraction around a global minimizer as such a property and propose a simple algorithm that converges to the global minimum when a bound on the basin is known. Finally, we provide numerical experiments on standard benchmark functions to demonstrate the algorithm's practical performance.
Keywords
Cite
@article{arxiv.2401.09436,
title = {Uncomputability of Global Optima for Nonconvex Functions in the Oracle Model},
author = {K Lakshmanan},
journal= {arXiv preprint arXiv:2401.09436},
year = {2025}
}
Comments
18 pages, 7 figures. arXiv admin note: text overlap with arXiv:1909.01397