Oracle Complexity of Single-Loop Switching Subgradient Methods for Non-Smooth Weakly Convex Functional Constrained Optimization
Yankun Huang, Qihang Lin
Abstract
We consider a non-convex constrained optimization problem, where the objective function is weakly convex and the constraint function is either convex or weakly convex. To solve this problem, we consider the classical switching subgradient method, which is an intuitive and easily implementable first-order method whose oracle complexity was only known for convex problems. This paper provides the first analysis on the oracle complexity of the switching subgradient method for finding a nearly stationary point of non-convex problems. Our results are derived separately for convex and weakly convex constraints. Compared to existing approaches, especially the double-loop methods, the switching gradient method can be applied to non-smooth problems and achieves the same complexity using only a single loop, which saves the effort on tuning the number of inner iterations.
Ask about this paper
Your agent reads all of it.
Lune indexed this paper to the last equation, along with the top-tier papers that cite it. Ask a question and the answer quotes them.
Your agent calls
Luneget_paper_fulltext
Free to start. No credit card required.
Terminal
Install the CLIlune papers fulltext 3cf5b4b9-593a-4403-b24a-37d3042017e5Cited by top-tier papers2
- Benchmarking Stochastic Approximation Algorithms for Fairness-Constrained Training of Deep Neural NetworksAndrii Kliachkin, Jana Lepsová, Gilles Bareilles, Jakub MarecekICLR 2026 · 1 citation
- Stochastic Momentum Methods for Non-smooth Non-Convex Finite-Sum Coupled Compositional OptimizationXingyu Chen, Bokun Wang, Min Yang, Qihang Lin et al.NeurIPS 2025
Builds on10
- Complexity of Finding Stationary Points of Nonconvex Nonsmooth FunctionsJingzhao Zhang, Hongzhou Lin, Stefanie Jegelka, Suvrit Sra et al.ICML 2020 · 98 citations
- Oracle Complexity in Nonsmooth Nonconvex OptimizationGuy Kornowski, Ohad ShamirNeurIPS 2021 · 74 citations
- The Complexity of Finding Stationary Points with Stochastic Gradient DescentYoel Drori, Ohad ShamirICML 2020 · 73 citations
- On the Finite-Time Complexity and Practical Computation of Approximate Stationarity Concepts of Lipschitz FunctionsLai Tian, Kaiwen Zhou, Anthony Man-Cho SoICML 2022 · 38 citations
- Quadratically Regularized Subgradient Methods for Weakly Convex Optimization with Weakly Convex ConstraintsRunchao Ma, Qihang Lin, Tianbao YangICML 2020 · 34 citations
Related papers
- Projection-Free Methods for Solving Nonconvex-Concave Saddle Point ProblemsMorteza Boroun, Erfan Yazdandoost Hamedani, Afrooz JalilzadehNeurIPS 2023 · 8 citations
- Gradient-Free Method for Heavily Constrained Nonconvex OptimizationWanli Shi, Hongchang Gao, Bin GuICML 2022 · 5 citations
- First-Order Methods for Linearly Constrained Bilevel OptimizationGuy Kornowski, Swati Padmanabhan, Kai Wang, Zhe Zhang et al.NeurIPS 2024 · 21 citations
- Single Loop Gaussian Homotopy Method for Non-convex OptimizationHidenori Iwakiri, Yuhang Wang, Shinji Ito, Akiko TakedaNeurIPS 2022 · 29 citations
- Projection-Free Algorithms for Minimax ProblemsKhanh-Hung Giang-Tran, Soroosh Shafiee, Nam Ho-NguyenICML 2026
