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arXiv · 1606.01424

The exact information-based complexity of smooth convex minimization

Yoel Drori
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Abstract

We obtain a new lower bound on the information-based complexity of first-order minimization of smooth and convex functions. We show that the bound matches the worst-case performance of the recently introduced Optimized Gradient Method, thereby establishing that the bound is tight and can be realized by an efficient algorithm. The proof is based on a novel construction technique of smooth and convex functions.

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Yoel Drori. 2016-06-04. The exact information-based complexity of smooth convex minimization. https://arxiv.org/abs/1606.01424

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