1. Efficient Convex Optimization Requires Superlinear Memory.
- Author
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Marsden, Annie, Sharan, Vatsal, Sidford, Aaron, and Valiant, Gregory
- Subjects
UNIT ball (Mathematics) ,CONVEX functions ,CUTTING stock problem ,MEMORY ,POLYNOMIALS - Abstract
We show that any memory-constrained, first-order algorithm which minimizes d-dimensional, 1-Lipschitz convex functions over the unit ball to 1/poly(d) accuracy using at most d
1.25 - δ bits of memory must make at least \(\tilde{\Omega }(d^{1 + (4/3)\delta })\) first-order queries (for any constant \(\delta \in [0, 1/4]\)). Consequently, the performance of such memory-constrained algorithms are at least a polynomial factor worse than the optimal Õ(d) query bound for this problem obtained by cutting plane methods that use Õ(d2 ) memory. This resolves one of the open problems in the COLT 2019 open problem publication of Woodworth and Srebro. [ABSTRACT FROM AUTHOR]- Published
- 2024
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