Lower Complexity Bounds for Minimizing Regularized Functions

MaRDI QIDQ6390619zbMATH OpenFDO

Authors Nikita Doikov

Publication date 9 February 2022

Abstract: In this paper, we establish lower bounds for the oracle complexity of the first-order methods minimizing regularized convex functions. We consider the composite representation of the objective. The smooth part has H"older continuous gradient of degree $uin[0,1]$ and is accessible by a black-box local oracle. The composite part is a power of a norm. We prove that the best possible rate for the first-order methods in the large-scale setting for Euclidean norms is of the order $O(k^{-p(1+3u)/(2(p-1-u))})$ for the functional residual, where $k$ is the iteration counter and $p$ is the power of regularization. Our formulation covers several cases, including computation of the Cubically regularized Newton step by the first-order gradient methods, in which case the rate becomes $O(k^{-6})$. It can be achieved by the Fast Gradient Method. Thus, our result proves the latter rate to be optimal. We also discover lower complexity bounds for non-Euclidean norms.

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