What did Nemirovski and Yudin actually do in their 1978 book problem complexity and method efficiency in optimization? I'm struggling to find very much on it.
2025-01-13 07:59:52.1736755192
What did Nemirovski and Yudin actually do in their 1978 article problem complexity and method efficiency in optimization?
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The English translation of the book, Problem Complexity and Method Efficiency in Optimization, can be downloaded. The answer below was written before I was able to obtain a copy of the book.
I haven't seen the book itself, but a review of the English translation of the book (which was published in 1983) provides some information that is sufficient to tie this in with later work.
For the review, see:
Darzentas, J. Problem Complexity and Method Efficiency in Optimization. J Oper Res Soc 35, 455 (1984). https://doi.org/10.1057/jors.1984.92
Nemirovski and Yudin analyze the iteration complexity of optimization problems, particularly, the minimization of a convex objective function for which an oracle is available that can compute objective function and gradient values. The difference between the objective function value of the $k$th iterate and the optimal objective, $f(x^{k})-f(x^{*})$, is studied. A solution is $\epsilon$-approximate if $f(x^{k})-f(x^{*}) \leq \epsilon$.
For example, it can be shown that for a smooth convex objective function, any algorithm that uses only the objective function and gradient can at best attain $\epsilon=O(1/k^2)$, and that gradient descent is non-optimal because it attains only $\epsilon=O(1/k)$.
In a 1983 paper, Yuri Nesterov introduced an accelerated gradient method that improves on gradient descent and achieves the $O(1/k^{2})$ bound- that result apparently hadn't been obtained when the Nemirovski and Yudin book was published in 1978.
A more recent reference that discusses these kinds of results is Yuri Nesterov's Lectures on Convex Optimization, 2nd ed. Springer, 2018.