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The Complexity of Gradient Descent: CLS = PPAD PLS

2020-11-03Code Available0· sign in to hype

John Fearnley, Paul W. Goldberg, Alexandros Hollender, Rahul Savani

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Abstract

We study search problems that can be solved by performing Gradient Descent on a bounded convex polytopal domain and show that this class is equal to the intersection of two well-known classes: PPAD and PLS. As our main underlying technical contribution, we show that computing a Karush-Kuhn-Tucker (KKT) point of a continuously differentiable function over the domain [0,1]^2 is PPAD PLS-complete. This is the first non-artificial problem to be shown complete for this class. Our results also imply that the class CLS (Continuous Local Search) - which was defined by Daskalakis and Papadimitriou as a more "natural" counterpart to PPAD PLS and contains many interesting problems - is itself equal to PPAD PLS.

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