Deterministic Oracle Complexity for Goldstein Stationarity in Nonsmooth Nonconvex Optimization with Constraints
Yixi Ding, Ya-xiang Yuan
Abstract
We consider the deterministic oracle complexity of finding a (δ,ε)-Goldstein stationary point of a Lipschitz function under constraints. The problem is posed in Rd, where d denotes the dimension; constraints are specified either by a closed feasible set or by a single explicit inequality. For closed feasible sets that are star-shaped with respect to an interior ball, including all convex bodies, we use a resisting-oracle construction to show that every deterministic algorithm needs Ω(ε-2) objective-oracle calls in the worst case when dε-2 and δε. For explicit inequalities satisfying uniform Goldstein constraint qualification and strict feasibility, finding Goldstein KKT stationary points requires exponentially many oracle calls in d in the worst case, even at fixed stationarity accuracy. This exponential dependence holds under dimension-independent constraint regularity and strict-feasibility bounds, with a sufficiently small neighborhood radius and complementary slackness error. The result covers common constraints such as ball and box constraints and also allows nonconvex feasible regions. For convex coercive constraints with a Slater point, the resisting-oracle argument also gives an Ω(ε-2) oracle-call bound in the same dimension and radius regime while allowing a larger complementary slackness error. These results hold for all deterministic algorithms using a local oracle, whether or not the returned point was queried. Each constructed objective has a strictly feasible global minimizer; the lower bounds therefore concern the information required to find stationary points, not their existence.
Create a lesson
Related papers
Risk-Sensitive Stochastic Optimal Control on Positive Cones
Mohamad Al Ahdab, John-Josef Leth
Technical Report: Partially Asynchronous Distributed Optimization on Riemannian Manifolds
Adam Pooley, William Warke, Matthew T. Hale
Multi-Step Performance Estimation for Gradient Descent under the Polyak Lojasiewicz Condition
Wanli Hong, Shuyang Ling
Robust Markov Decision Processes: An Introduction Using Convex Optimization and Game Theory
Julien Grand-Clément
Dual-Mode Extremum Seeking for Diffusion Systems with Boundary-Cost Feedback
Martin Guay, Denis Dochain
Constrained Mean Variance Portfolio Selection under Reflected Factor Dynamics: Stochastic Riccati Equations, Neumann Problems,and a Deep Solver
Zhecheng Huang, Guojiang Shao, Qi Zhang