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Poster

The Computational Complexity of Finding Second-Order Stationary Points

Andreas Kontogiannis · Vasilis Pollatos · Sotiris Kanellopoulos · Panayotis Mertikopoulos · Aris Pagourtzis · Ioannis Panageas

Hall C 4-9 #904
[ ] [ Paper PDF ]
Thu 25 Jul 4:30 a.m. PDT — 6 a.m. PDT

Abstract: Non-convex minimization problems are universally considered hard, and even guaranteeing that a computed solution is locally minimizing is known to be NP-hard. In this general context, our paper focuses on the problem of finding stationary points that satisfy an approximate second-order optimality condition, which serves to exclude strict saddles and other non-minimizing stationary points. Our main result is that the problem of finding approximate second-order stationary points (SOSPs) is PLS-complete, i.e., of the same complexity as the problem of finding first-order stationary points (FOSPs), thus resolving an open question in the field. In particular, our results imply that, under the widely believed complexity conjecture that PLS $\neq$ FNP, finding approximate SOSPs in unconstrained domains is *easier* than in constrained domains, which is known to be NP-hard. This comes in stark contrast with earlier results which implied that, unless PLS = CLS, finding approximate FOSPs in unconstrained domains is *harder* than in constrained domains.

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