Refining asymptotic complexity bounds for nonconvex optimization methods, including why steepest descent is o(ɛ-2) rather than O(ɛ-2)

S. Gratton, Chee Khian Sim, Ph. L. Toint

Research output: Contribution to journalArticlepeer-review

Abstract

We revisit the standard “telescoping sum” argument ubiquitous in the final steps
of analyzing evaluation complexity of algorithms for smooth nonconvex optimization, and obtain a refined formulation of the resulting bound as a function of the requested accuracy ɛ. While bounds obtained using the standard argument typically are of the form O(ɛ-α) for some positive α, the refined results are of the form o(ɛ-α). We then explore to which known algorithms our refined bounds are applicable and finally describe an example showing how close the standard and refined bounds can be.
Original languageEnglish
Number of pages11
JournalComputational Optimization and Applications
Publication statusAccepted for publication - 18 Jun 2025

Keywords

  • Nonlinear optimization
  • Complexity theory
  • Global convergence rates

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