Polynomial linearly-convergent method for g-convex optimization?
Posed by Christopher Criscitiello et al. (2023)
§ Problem Statement
Setup
Let be a -dimensional Riemannian manifold with geodesic distance . A function is -Lipschitz if for all , and geodesically convex (g-convex) if for every constant-speed geodesic , the map is convex on .
Assume is finite. Consider a deterministic first-order oracle model in which, given a query point , the oracle returns a Riemannian subgradient satisfying
where is the exponential map and is the inner product induced by on .
Unsolved Problem
Does there exist a deterministic first-order algorithm that, for every dimension , every -dimensional Riemannian manifold , every Lipschitz g-convex , and every accuracy , outputs a point such that
using at most oracle queries, and with at most arithmetic operations performed per oracle query (i.e., per-query work polynomial in and not growing with beyond constants)?
§ Discussion
§ Significance & Implications
In Euclidean convex optimization, the ellipsoid method gives a deterministic, worst-case polynomial-time framework whose oracle complexity is logarithmic in for achieving -suboptimality. An affirmative answer here would show that g-convexity on arbitrary Riemannian manifolds admits an analogous uniform, dimension-polynomial first-order method with query dependence; a negative answer would indicate that manifold geometry (beyond g-convexity and Lipschitz continuity) creates a genuine barrier to extending Euclidean-style polynomial-time guarantees.
§ Known Partial Results
Criscitiello et al. (2023): In the Euclidean special case , the classical ellipsoid method achieves first-order (separation/subgradient) oracle complexity for convex optimization.
Criscitiello et al. (2023): Criscitiello, Martinez-Rubio, and Boumal (COLT 2023) give an ellipsoid-like algorithm for certain constant-curvature manifolds (hemisphere or hyperbolic space) with subgradient query complexity .
Criscitiello et al. (2023): In that constant-curvature setting, their method has per-query computational cost arithmetic operations.
Criscitiello et al. (2023): For general Riemannian manifolds, the existence of a deterministic first-order method with queries and per-query work remains open; the COLT 2023 paper discusses candidate approaches and obstacles but does not establish such a general algorithm.
§ References
Open Problem: Polynomial linearly-convergent method for g-convex optimization?
Christopher Criscitiello, David MartÃnez-Rubio, Nicolas Boumal (2023)
Conference on Learning Theory (COLT), PMLR 195
📍 Open-problem note in COLT proceedings.
Open Problem: Polynomial linearly-convergent method for g-convex optimization? (PDF)
Christopher Criscitiello, David MartÃnez-Rubio, Nicolas Boumal (2023)
Conference on Learning Theory (COLT), PMLR 195
📍 Proceedings PDF.