The global rate of convergence for optimal tensor methods in smooth convex optimization

The global rate of convergence for optimal tensor methods in smooth convex optimization

In this work we consider Monteiro - Svaiter accelerated hybrid proximal extragradient (A-HPE) framework and accelerated Newton proximal extragradient (A-NPE) framework. The last framework contains an optimal method for rather smooth convex optimization problems with second-order oracle. We generaliz...

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Bibliographic Details
Main Authors: Alexander Vladimirovich Gasnikov, Eduard Alexandrovich Gorbunov, Dmitry A. Kovalev, Ahmed Abdelnafi Mahmoud Mohammed, Elena Olegovna Chernousova
Format: Article
Language:Russian
Published: Institute of Computer Science 2018-12-01
Series:Компьютерные исследования и моделирование
Subjects:
Newton method
Hesse matrix
lower bounds
tensor methods
proximal fast gradient descent
Online Access:http://crm.ics.org.ru/uploads/crmissues/crm_2018_6/2018_06_02.pdf

Internet

http://crm.ics.org.ru/uploads/crmissues/crm_2018_6/2018_06_02.pdf

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