论文标题
关于确定性非平滑和非convex优化的复杂性
On the Complexity of Deterministic Nonsmooth and Nonconvex Optimization
论文作者
论文摘要
在本文中,我们提出了一些新的结果,以最大程度地减少Lipschitz条件下的非平滑和非凸功能。最近的工作表明,虽然克拉克平稳性的经典概念在计算上是可以棘手的,直到有足够小的恒定耐受性,但随机的一阶算法发现$(δ,ε)$ - Goldstein $ - goldstein sentary点具有$ \ tilde {o}(O}(O}(O}(O}))) 1 $〜\ citep {zhang-2020-complexity,davis-2022级别,tian-2022-finite}。但是,尚未完全探索确定性算法,在非光滑非凸优化中留下了一些问题。我们的第一个贡献是证明随机化是\ textit {必要的}来获得独立于维度的保证,通过证明$ω(d)$的下限对于任何确定性算法都可以访问$ 1^{st} $和$ 0^{th} $ oracles。此外,我们表明$ 0^{th} $ oracle是\ textit {必需{必需},以获得有限的时间收敛保证,通过表明任何确定性的算法只有$ 1^{st} $ oracle的任何确定性算法都无法在iTerite的有限数量中找到近似的金斯坦固定点,从而达到了足够的稳定性和to and todlys noumstant small salle and committal and and toslys and totlys and bolty sillere andererance and to and to and to and toce and to and to and to and toce and。最后,我们在\ textIt {算术电路}模型下提出了一种确定性的平滑方法,其中所得的平滑度参数在某个参数中指数为$ m> 0 $(例如,在功能表示代表中的节点数量),并设计了一种新的确定性一阶算法,以实现一种实现DICENSION-COMPLENTENTENT型依赖性依赖性依赖性的型号界限。 $ \ tilde {o}(mδ^{ - 1}ε^{ - 3})$。
In this paper, we present several new results on minimizing a nonsmooth and nonconvex function under a Lipschitz condition. Recent work shows that while the classical notion of Clarke stationarity is computationally intractable up to some sufficiently small constant tolerance, the randomized first-order algorithms find a $(δ, ε)$-Goldstein stationary point with the complexity bound of $\tilde{O}(δ^{-1}ε^{-3})$, which is independent of dimension $d \geq 1$~\citep{Zhang-2020-Complexity, Davis-2022-Gradient, Tian-2022-Finite}. However, the deterministic algorithms have not been fully explored, leaving open several problems in nonsmooth nonconvex optimization. Our first contribution is to demonstrate that the randomization is \textit{necessary} to obtain a dimension-independent guarantee, by proving a lower bound of $Ω(d)$ for any deterministic algorithm that has access to both $1^{st}$ and $0^{th}$ oracles. Furthermore, we show that the $0^{th}$ oracle is \textit{essential} to obtain a finite-time convergence guarantee, by showing that any deterministic algorithm with only the $1^{st}$ oracle is not able to find an approximate Goldstein stationary point within a finite number of iterations up to sufficiently small constant parameter and tolerance. Finally, we propose a deterministic smoothing approach under the \textit{arithmetic circuit} model where the resulting smoothness parameter is exponential in a certain parameter $M > 0$ (e.g., the number of nodes in the representation of the function), and design a new deterministic first-order algorithm that achieves a dimension-independent complexity bound of $\tilde{O}(Mδ^{-1}ε^{-3})$.