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On the Hardness of Meaningful Local Guarantees in Nonsmooth Nonconvex Optimization

arXiv 2409.10323 ↗First posted 16 Sep 2024math.OC cs.LGcited by 0

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Abstract (arXiv)

We study the oracle complexity of nonsmooth nonconvex optimization, with the algorithm assumed to have access only to local function information. It has been shown by Davis, Drusvyatskiy, and Jiang (2023) that for nonsmooth Lipschitz functions satisfying certain regularity and strictness conditions, perturbed gradient descent converges to local minimizers asymptotically. Motivated by this result and by other recent algorithmic advances in nonconvex nonsmooth optimization concerning Goldstein stationarity, we consider the question of obtaining a non-asymptotic rate of convergence to local minima for this problem class. We provide the following negative answer to this question: Local algorithms acting on regular Lipschitz functions cannot, in the worst case, provide meaningful local guarantees in terms of function value in sub-exponential time, even when all near-stationary points are global minima. This sharply contrasts with the smooth setting, for which it is well-known that standard gradient methods can do so in a dimension-independent rate. Our result complements the rich body of work in the theoretical computer science literature that provide hardness results conditional on conjectures such as mathsfPneqmathsfNP or cryptographic assumptions, in that ours holds unconditional of any such assumptions.

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References · 25

  1. 2017How to Escape Saddle Points Efficientlycited by 284
  2. 2015Escaping From Saddle Points --- Online Stochastic Gradient for Tensor Decompositioncited by 241
  3. 2018Stochastic model-based minimization of weakly convex functionscited by 157
  4. 2018Stochastic subgradient method converges on tame functionscited by 120
  5. 2017Stochastic Methods for Composite and Weakly Convex Optimization Problemscited by 48
  6. 2023Optimal Stochastic Non-smooth Non-convex Optimization through Online-to-Non-convex Conversioncited by 42
  7. 2022Gradient-Free Methods for Deterministic and Stochastic Nonsmooth Nonconvex Optimizationcited by 40
  8. 2021Oracle Complexity in Nonsmooth Nonconvex Optimizationcited by 38
  9. 2021A gradient sampling method with complexity guarantees for Lipschitz functions in high and low dimensionscited by 37
  10. 2017Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problemscited by 30
  11. 2021On the Finite-Time Complexity and Practical Computation of Approximate Stationarity Concepts of Lipschitz Functionscited by 30
  12. 2023Deterministic Nonsmooth Nonconvex Optimizationcited by 25
13 more
  1. 2023An Algorithm with Optimal Dimension-Dependence for Zero-Order Nonsmooth Nonconvex Stochastic Optimizationcited by 20
  2. 2020The Complexity of Gradient Descent: CLS = PPAD cap PLScited by 17
  3. 2022No Dimension-Free Deterministic Algorithm Computes Approximate Stationarities of Lipschitzianscited by 15
  4. 2021Active manifolds, stratifications, and convergence to local minima in nonsmooth optimizationcited by 11
  5. 2019Pathological subgradient dynamicscited by 9
  6. 2021Stochastic Subgradient Descent Escapes Active Strict Saddles on Weakly Convex Functionscited by 9
  7. 2022The cost of nonconvexity in deterministic nonsmooth optimizationcited by 9
  8. 2018Provably Correct Automatic Subdifferentiation for Qualified Programscited by 8
  9. 2020On the complexity of finding a local minimizer of a quadratic function over a polytopecited by 7
  10. 2021Escaping strict saddle points of the Moreau envelope in nonsmooth optimizationcited by 7
  11. 2023Goldstein Stationarity in Lipschitz Constrained Optimizationcited by 5
  12. 2021Escaping Saddle Points for Nonsmooth Weakly Convex Functions via Perturbed Proximal Algorithmscited by 4
  13. 2023The Complexity of Computing KKT Solutions of Quadratic Programscited by 4

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