The paper derives exact univariate interpolation conditions for second-order function classes and uses them to improve and certify worst-case guarantees for Newton-type methods.
Examples of slow convergence for adaptive regularization optimization methods are not isolated
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abstract
The adaptive regularization algorithm for unconstrained nonconvex optimization was shown in Nesterov and Polyak (2006) and Cartis, Gould and Toint (2011) to require, under standard assumptions, at most $\mathcal{O}(\epsilon^{3/(3-q)})$ evaluations of the objective function and its derivatives of degrees one and two to produce an $\epsilon$-approximate critical point of order $q\in\{1,2\}$. This bound was shown to be sharp for $q \in\{1,2\}$. This note revisits these results and shows that the example for which slow convergence is exhibited is not isolated, but that this behaviour occurs for a subset of univariate functions of nonzero measure.
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Performance Estimation of second-order optimization methods on classes of univariate functions
The paper derives exact univariate interpolation conditions for second-order function classes and uses them to improve and certify worst-case guarantees for Newton-type methods.