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arxiv: 1805.08370 · v4 · pith:C44ATJLZnew · submitted 2018-05-22 · 🧮 math.OC · cs.CC

Cutting plane methods can be extended into nonconvex optimization

classification 🧮 math.OC cs.CC
keywords epsiloncuttingmethodsnonconvexplaneachievedbest-knowncarmon
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We show that it is possible to obtain an $O(\epsilon^{-4/3})$ expected runtime --- including computational cost --- for finding $\epsilon$-stationary points of smooth nonconvex functions using cutting plane methods. This improves on the best-known epsilon dependence achieved by cubic regularized Newton of $O(\epsilon^{-3/2})$ as proved by Nesterov and Polyak (2006). Our techniques utilize the convex until proven guilty principle proposed by Carmon, Duchi, Hinder, and Sidford (2017).

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