It is proved that every deterministic first-order algorithm requires a first-order oracle that returns both the function value and the full subdifferential at every query point, and establishes the optimal deterministic oracle complexity.
Abstract
We study the oracle complexity of finding $\epsilon$-stationary points of $\rho$-weakly convex and $G$-Lipschitz functions, where stationarity is measured by the gradient of the Moreau envelope. We consider a first-order oracle that returns both the function value and the full subdifferential at every query point. We prove that every deterministic first-order algorithm requires $ \Omega({\rho G^2\Delta}/{\epsilon^4})$ oracle queries whenever $\Delta \leq {G^2}/{\rho}$, where $f(\bz)-\inf f \leq \Delta$. This lower bound matches the best known deterministic and stochastic first-order upper bounds, up to universal constants, and establishes the optimal deterministic oracle complexity. The result reveals a fundamental complexity separation between smooth nonconvex and nonsmooth weakly convex optimization. While smooth nonconvex minimization admits a $\Theta(\epsilon^{-2})$ oracle complexity, nonsmooth weakly convex optimization incurs an intrinsic additional $\epsilon^{-2}$ factor arising from nonsmooth geometry rather than stochasticity.
It is proved that every deterministic first-order method requires $\Omega(\ell\Delta\kappa/\epsilon^2)$ oracle queries in the worst case to find $x$ satisfying $\Phi(0)-\inf_x\Phi(x)$ and that the linear dependence on $\kappa$ is unavoidable for deterministic first-order methods.
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