We develop an argmax principle for analyzing sum-of-squares relaxations of optimization problems over the unit sphere. Given a feasible pseudo-expectation, we form a polynomial of high-order pseudo-moments, such as $\Phi_k(u)=\widetilde{\mathbb E}\langle x,u\rangle^{2k}$. Our guiding principle is that its maximizers are rounding candidates: their local and global optimality conditions reveal the reweighed pseudo-expectation inequalities governing SoS convergence. This viewpoint unifies several problems previously analyzed by rather different techniques. We obtain three results. First, for Best Separable State, we give a degree-$O(\sqrt{n/\epsilon})$ SoS analysis for approximating $h_{\mathrm{sep}}(P)$ in the perfect-completeness regime, improving and simplifying Barak, Kothari and Steurer (STOC'17). The dependence is essentially tight for inverse-linear gap under the Exponential-Time Hypothesis, matching hardness from $\mathrm{QMA}(2)$ protocols. Second, for the matrix $2\to4$ norm, degree-$O(\sqrt n/\epsilon)$ SoS gives a multiplicative $(1+\epsilon)$ approximation. Barak et al. (STOC'12) previously gave a comparable-time constant-gap decision algorithm; our result gives a multiplicative guarantee and extends to a family of $p\to q$ norms with even $q$. Finally, for degree-$d$ polynomial optimization, we recover the convergence theorem of Bhattiprolu et al. (FOCS'17) with a shorter, more direct proof: degree-$k$ SoS gives approximation ratio $O_d((n/k)^{d/2-1})$. The paper introduces no new relaxation. Instead, the high-moment argmax gives a common way to read an SoS solution, unifying previously separate convergence analyses and yielding sharper bounds or simpler proofs.
The same accuracy exponent holds beyond tensor update rules, even for randomized queries and arbitrary feasible outputs, for smooth convex--concave minimax optimization.
Yan-Yi Li, Hai-Han Zhang, Chen-Heng Zhang et al.· 0 citations
We consider the problem of noisy gradient-free minimization of the k-th order partial derivative of a $\beta$-H{\"o}lder function supported on a d-dimensional cube. We show that T ^{($\beta$+d+k)/(2$\beta$+d)} log(T )^{(\beta-k)/(2\beta+d)} is a non-asymptotic minimax rate of the T step cumulative regret for all $\beta...
Théo Paquier, A. Tsybakov, F. Portier et al.· 0 citations
We study the Sampled-Max Subgradient Method (SMax-SGM) for large convex finite-max problems. Each iteration maximizes over a fresh random subset of the $N$ components and takes one subgradient of the sampled maximizer. The method is therefore stochastic subgradient descent on a sampled-max surrogate. We bound the surro...
E. Gladin, Анна Фёдорровна Попова, Georgii Babinskii· 0 citations
We study the query complexity of optimization with exact scalar-value information. For globally $L$-smooth convex functions on $\mathbb R^d$ with a minimizer in a Euclidean ball of radius $R$, we prove the lower bound $\Omega(d\min\{d,\sqrt{LR^2/\varepsilon}\})$ for adaptive randomized algorithms in the stated accuracy...
Y. Dorn, D. Dvinskikh, Т. В. Логінов et al.· 0 citations
A global iteration complexity bound is established for the smallest gradient norm among the first $k$ iterates for the smallest gradient norm among the first $k$ iterates when the initial sublevel set is bounded.
We study the problem of maximizing a linear function over the integer points of an origin-centered $\ell_p$ ball, which we call \BallIPp{p}. For every fixed integer $p\ge2$, we prove that the decision problem over an $\ell_p$-ball is NP-complete. We then focus on the Euclidean case and study how the difficulty of the p...
Cinar Ari, Robert Hildebrand· 0 citations
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