Tight analyses for subgradient descent I: Lower bounds
Open Journal of Mathematical Optimization, Volume 5 (2024), article no. 4, 17 p.

Consider the problem of minimizing functions that are Lipschitz and convex, but not necessarily differentiable. We construct a function from this class for which the Tþ iterate of subgradient descent has error Ω(log(T)/T). This matches a known upper bound of O(log(T)/T). We prove analogous results for functions that are additionally strongly convex. There exists such a function for which the error of the Tþ iterate of subgradient descent has error Ω(log(T)/T), matching a known upper bound of O(log(T)/T). These results resolve a question posed by Shamir (2012).

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DOI: 10.5802/ojmo.31
Keywords: Gradient descent, First-order methods, Lower bounds
Nicholas J. A. Harvey 1; Chris Liaw 2; Sikander Randhawa 1

1 University of British Columbia
2 Google Research
License: CC-BY 4.0
Copyrights: The authors retain unrestricted copyrights and publishing rights
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Nicholas J. A. Harvey; Chris Liaw; Sikander Randhawa. Tight analyses for subgradient descent I: Lower bounds. Open Journal of Mathematical Optimization, Volume 5 (2024), article  no. 4, 17 p. doi : 10.5802/ojmo.31. https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.31/

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