Lower bounds for finding stationary points II: first-order methods

被引:30
|
作者
Carmon, Yair [1 ]
Duchi, John C. [1 ,2 ]
Hinder, Oliver [3 ]
Sidford, Aaron [3 ]
机构
[1] Stanford Univ, Dept Elect Engn, Stanford, CA 94305 USA
[2] Stanford Univ, Dept Stat, Stanford, CA 94305 USA
[3] Stanford Univ, Dept Management Sci & Engn, Stanford, CA 94305 USA
基金
美国国家科学基金会;
关键词
Non-convex optimization; Information-based complexity; Dimension-free rates; Gradient methods; Accelerated gradient descent;
D O I
10.1007/s10107-019-01431-x
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We establish lower bounds on the complexity of finding similar to-stationary points of smooth, non-convex high-dimensional functions using first-order methods. We prove that deterministic first-order methods, even applied to arbitrarily smooth functions, cannot achieve convergence rates in similar to better than similar to -8/5, which is within similar to-1/15 log 1 similar to of the best known rate for such methods. Moreover, for functions with Lipschitz first and second derivatives, we prove that no deterministic first-order method can achieve convergence rates better than similar to -12/7, while similar to -2 is a lower bound for functions with only Lipschitz gradient. For convex functions with Lipschitz gradient, accelerated gradient descent achieves a better rate, showing that finding stationary points is easier given convexity.
引用
收藏
页码:315 / 355
页数:41
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