Finding approximate stationary points, i.e., points where the gradient is approximately zero, of non-convex but smooth objective functions $f$ over unrestricted $d$-dimensional domains is one of the most fundamental problems in classical non-convex optimization. Nevertheless, the computational and query complexity of this problem are still not well understood when the dimension $d$ of the problem is independent of the approximation error. In this paper, we show the following computational and query complexity results: 1. The problem of finding approximate stationary points over unrestricted domains is PLS-complete. 2. For $d = 2$, we provide a zero-order algorithm for finding $\varepsilon$-approximate stationary points that requires at most $O(1/\varepsilon)$ value queries to the objective function. 3. We show that any algorithm needs at least $\Omega(1/\varepsilon)$ queries to the objective function and/or its gradient to find $\varepsilon$-approximate stationary points when $d=2$. Combined with the above, this characterizes the query complexity of this problem to be $\Theta(1/\varepsilon)$. 4. For $d = 2$, we provide a zero-order algorithm for finding $\varepsilon$-KKT points in constrained optimization problems that requires at most $O(1/\sqrt{\varepsilon})$ value queries to the objective function. This closes the gap between the works of Bubeck and Mikulincer [2020] and Vavasis [1993] and characterizes the query complexity of this problem to be $\Theta(1/\sqrt{\varepsilon})$. 5. Combining our results with the recent result of Fearnley et al. [2022], we show that finding approximate KKT points in constrained optimization is reducible to finding approximate stationary points in unconstrained optimization but the converse is impossible.
翻译:寻找近似驻点(即梯度近似为零的点)是经典非凸优化中最基本的问题之一,目标函数 $f$ 为无约束 $d$ 维域上的非凸光滑函数。然而,当问题维度 $d$ 与近似误差无关时,该问题的计算复杂度和查询复杂度仍未被充分理解。在本文中,我们展示了以下计算和查询复杂度结果:1. 无约束域上寻找近似驻点的问题是PLS完全的。2. 当 $d=2$ 时,我们提出了一种零阶算法,用于寻找 $\varepsilon$-近似驻点,该算法最多需要 $O(1/\varepsilon)$ 次目标函数值查询。3. 我们证明,当 $d=2$ 时,任何算法至少需要 $\Omega(1/\varepsilon)$ 次目标函数和/或其梯度的查询才能找到 $\varepsilon$-近似驻点。结合上述结果,这表征了该问题的查询复杂度为 $\Theta(1/\varepsilon)$。4. 当 $d=2$ 时,我们提出了一种零阶算法,用于在约束优化问题中寻找 $\varepsilon$-KKT点,该算法最多需要 $O(1/\sqrt{\varepsilon})$ 次目标函数值查询。这弥合了Bubeck与Mikulincer [2020] 和Vavasis [1993] 工作之间的差距,并表征了该问题的查询复杂度为 $\Theta(1/\sqrt{\varepsilon})$。5. 将我们的结果与Fearnley等人 [2022] 的最新结果相结合,我们证明了约束优化中寻找近似KKT点可归约到无约束优化中寻找近似驻点,但反之则不可能。