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Poster

The First Optimal Acceleration of High-Order Methods in Smooth Convex Optimization

Dmitry Kovalev · Alexander Gasnikov

Hall J (level 1) #827

Keywords: [ high-order optimization ] [ Convex Optimization ] [ tensor methods ] [ optimal algorithms ]


Abstract: In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound Ω(ϵ2/(3p+1)) on the number of the p-th order oracle calls required by an algorithm to find an ϵ-accurate solution to the problem, where the p-th order oracle stands for the computation of the objective function value and the derivatives up to the order p. However, the existing state-of-the-art high-order methods of Gasnikov et al. (2019b); Bubeck et al. (2019); Jiang et al. (2019) achieve the oracle complexity O(ϵ2/(3p+1)log(1/ϵ)), which does not match the lower bound. The reason for this is that these algorithms require performing a complex binary search procedure, which makes them neither optimal nor practical. We fix this fundamental issue by providing the first algorithm with O(ϵ2/(3p+1)) p-th order oracle complexity.

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