Constraints don't slow nonsmooth nonconvex optimization, Princeton-IAS paper shows

gautamcgoel · x · 2026-10-13

A new paper by Gon Buzaglo (Princeton) and Guy Kornowski (IAS) shows the oracle complexity of constrained nonsmooth nonconvex stochastic optimization is unchanged by constraints. Their projection-based and projection-free algorithms achieve optimal Õ(δ⁻¹ε⁻³) rates with stochastic gradients and Õ(dδ⁻¹ε⁻³) with zeroth-order queries, with a Frank-Wolfe-gap lower bound that holds even for smooth problems, via reduction to online linear optimization.

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