<p>The adaptive regularization algorithm for unconstrained nonconvex optimization was shown in [<CitationRef CitationID="CR7">7</CitationRef>, <CitationRef CitationID="CR20">20</CitationRef>] to require, under standard assumptions, at most <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10107_2025_2286_Article_IEq1.gif" Format="GIF" Height="21" Rendition="HTML" Resolution="72" Type="Linedraw" Width="77" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathcal {O}(\epsilon ^{3/(3-q)})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mo stretchy="false">(</mo> <msup> <mi>ϵ</mi> <mrow> <mn>3</mn> <mo stretchy="false">/</mo> <mo stretchy="false">(</mo> <mn>3</mn> <mo>-</mo> <mi>q</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> evaluations of the objective function and its derivatives of degrees one and two to produce an <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10107_2025_2286_Article_IEq2.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="10" /> </InlineMediaObject> <EquationSource Format="TEX">\(\epsilon \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ϵ</mi> </math></EquationSource> </InlineEquation>-approximate critical point of order <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10107_2025_2286_Article_IEq3.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="76" /> </InlineMediaObject> <EquationSource Format="TEX">\(q\in \{1,2\}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>q</mi> <mo>∈</mo> <mo stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo stretchy="false">}</mo> </mrow> </math></EquationSource> </InlineEquation>. This bound was shown to be sharp in [<CitationRef CitationID="CR5">5</CitationRef>, <CitationRef CitationID="CR6">6</CitationRef>] for <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10107_2025_2286_Article_IEq4.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="41" /> </InlineMediaObject> <EquationSource Format="TEX">\(q=1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>q</mi> <mo>=</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation> and in [<CitationRef CitationID="CR11">11</CitationRef>] for arbitrary <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10107_2025_2286_Article_IEq5.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="76" /> </InlineMediaObject> <EquationSource Format="TEX">\(q \in \{1,2\}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>q</mi> <mo>∈</mo> <mo stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo stretchy="false">}</mo> </mrow> </math></EquationSource> </InlineEquation>. This note revisits these results and shows that the example for which slow convergence is exhibited is not isolated, but that this behaviour occurs for a subset of univariate functions of nonzero measure.</p>

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Examples of slow convergence for adaptive regularization optimization methods are not isolated

  • Philippe L. Toint

摘要

The adaptive regularization algorithm for unconstrained nonconvex optimization was shown in [7, 20] to require, under standard assumptions, at most \(\mathcal {O}(\epsilon ^{3/(3-q)})\) O ( ϵ 3 / ( 3 - q ) ) evaluations of the objective function and its derivatives of degrees one and two to produce an \(\epsilon \) ϵ -approximate critical point of order \(q\in \{1,2\}\) q { 1 , 2 } . This bound was shown to be sharp in [5, 6] for \(q=1\) q = 1 and in [11] for arbitrary \(q \in \{1,2\}\) q { 1 , 2 } . This note revisits these results and shows that the example for which slow convergence is exhibited is not isolated, but that this behaviour occurs for a subset of univariate functions of nonzero measure.