We study the impact of nonconvexity on the complexity of nonsmooth optimization, emphasizing objectives such as piecewise linear functions, which may not be weakly convex. We focus on a dimension-independent analysis, slightly modifying a 2020 black-box algorithm of Zhang-Lin-Jegelka-Sra-Jadbabaie that approximates an ϵ-stationary point of any directionally differentiable Lipschitz objective using [Formula: see text] calls to a specialized subgradient oracle and a randomized line search. Seeking by contrast a deterministic method, we present a simple black-box version that achieves [Formula: see text] for any difference-of-convex objective and [Formula: see text] for the weakly convex case. Our complexity bound depends on a natural nonconvexity modulus that is related, intriguingly, to the negative part of directional second derivatives of the objective, understood in the distributional sense.
Funding: This work was supported by the National Science Foundation [Grant DMS-2006990].
more » « less- Award ID(s):
- 2006990
- PAR ID:
- 10495482
- Publisher / Repository:
- Institute for Operations Research and the Management Sciences (INFORMS)
- Date Published:
- Journal Name:
- Mathematics of Operations Research
- ISSN:
- 0364-765X
- Subject(s) / Keyword(s):
- nonsmooth optimization, nonconvex, Goldstein subgradient, complexity, distributional derivative
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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