Poster
Near-Optimal Lower Bounds For Convex Optimization For All Orders of Smoothness
Ankit Garg · Robin Kothari · Praneeth Netrapalli · Suhail Sherif
Keywords: [ Optimization ]
Abstract:
We study the complexity of optimizing highly smooth convex functions. For a positive integer , we want to find an -approximate minimum of a convex function , given oracle access to the function and its first derivatives, assuming that the th derivative of is Lipschitz. Recently, three independent research groups (Jiang et al., PLMR 2019; Gasnikov et al., PLMR 2019; Bubeck et al., PLMR 2019) developed a new algorithm that solves this problem with oracle calls for constant . This is known to be optimal (up to log factors) for deterministic algorithms, but known lower bounds for randomized algorithms do not match this bound. We prove a new lower bound that matches this bound (up to log factors), and holds not only for randomized algorithms, but also for quantum algorithms.
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