Work

The Complexity of Finding Stationary Points in Nonsmooth Nonconvex Optimization

Year: 2026
Type: preprint
Abstract: We prove that first-order algorithms require $Ω(δ^{-1}ε^{-3})$ gradient queries (in the worst case) to find a $(δ,ε)$-Goldstein stationary point of a Lipschitz function, at which there is a convex combination of gradients within distance $δ$ whose norm is at most $ε$. This lower bound is tight, matching known algorithms up to absolute constants, therefore resolving the complexity of convergence to stationarity in nonsmooth nonconvex optimization. We further prove a tight lower bound of $Ω(λ^{1/2}ε^{-7/2})$ for finding points satisfying the recently proposed relaxed notion of $(λ,ε)$-stationarity, which allows combining further-away gradients. Our results reveal that convergence rates to nonsmooth stationarity are not affected by gradient stochasticity, in sharp contrast to smooth optimization.
Language: English
Open Access status: green
OpenAlex ID: W7213523973
Cites: 5
Cited by: 2
Related to: 10