Balancing Gradient and Hessian Queries in Non-Convex Optimization

Deeksha Adil, Brian Bullins, Aaron Sidford, Chenyi Zhang

Advances in Neural Information Processing Systems 38 Main Conference (NeurIPS 2025) Main Conference Track

We develop optimization methods which offer new trade-offs between the number of gradient and Hessian computations needed to compute the critical point of a non-convex function. We provide a method that for a twice-differentiable $f\colon \mathbb{R}^d \rightarrow \mathbb{R}$ with $L_2$-Lipschitz Hessian, and input initial point with $\Delta$-bounded sub-optimality and sufficiently small $\epsilon > 0$ outputs an $\epsilon$-critical point, i.e., a point $x$ such that $\|\nabla f(x)\| \leq \epsilon$, using $\tilde{O}(\Delta L_2^{1/4} n_H^{-1/2}\epsilon^{-9/4})$ queries to a gradient oracle and $n_H$ queries to a Hessian oracle. As a consequence, we obtain an improved gradient query complexity of $\tilde{O}(d^{1/3}L_2^{1/2}\Delta\epsilon^{-3/2})$ in the case of bounded dimension and of $\tilde{O}(\Delta^{3/2} L_2^{3/4}\epsilon^{-9/4})$ in the case where we are allowed only a single Hessian query. We obtain these results through a more general algorithm which can handle approximate Hessian computations and recovers known prior state-of-the-art bounds of computing an $\epsilon$-critical point, under the additional assumption that $f$ has an $L_1$-Lipschitz gradient, with $O(\Delta L_2^{1/4}\epsilon^{-7/4})$-gradient queries.

10.52202/085713-1441