Implementable tensor methods in unconstrained convex optimization
Y Nesterov - Mathematical Programming, 2021 - Springer
In this paper we develop new tensor methods for unconstrained convex optimization, which
solve at each iteration an auxiliary problem of minimizing convex multivariate polynomial …
solve at each iteration an auxiliary problem of minimizing convex multivariate polynomial …
Regularized Newton Method with Global Convergence
K Mishchenko - SIAM Journal on Optimization, 2023 - SIAM
We present a Newton-type method that converges fast from any initialization and for arbitrary
convex objectives with Lipschitz Hessians. We achieve this by merging the ideas of cubic …
convex objectives with Lipschitz Hessians. We achieve this by merging the ideas of cubic …
Recent theoretical advances in non-convex optimization
Motivated by recent increased interest in optimization algorithms for non-convex
optimization in application to training deep neural networks and other optimization problems …
optimization in application to training deep neural networks and other optimization problems …
[KNIHA][B] Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation and Perspectives
Do you know the difference between an optimist and a pessimist? The former believes we
live in the best possible world, and the latter is afraid that the former might be right.… In that …
live in the best possible world, and the latter is afraid that the former might be right.… In that …
Perseus: A simple and optimal high-order method for variational inequalities
This paper settles an open and challenging question pertaining to the design of simple and
optimal high-order methods for solving smooth and monotone variational inequalities (VIs) …
optimal high-order methods for solving smooth and monotone variational inequalities (VIs) …
Tensor methods for minimizing convex functions with Hölder continuous higher-order derivatives
In this paper, we study p-order methods for unconstrained minimization of convex functions
that are p-times differentiable (p≧2) with ν-Hölder continuous p th derivatives. We propose …
that are p-times differentiable (p≧2) with ν-Hölder continuous p th derivatives. We propose …
Sharp worst-case evaluation complexity bounds for arbitrary-order nonconvex optimization with inexpensive constraints
We provide sharp worst-case evaluation complexity bounds for nonconvex minimization
problems with general inexpensive constraints, ie, problems where the cost of …
problems with general inexpensive constraints, ie, problems where the cost of …
Worst-case evaluation complexity and optimality of second-order methods for nonconvex smooth optimization
We establish or refute the optimality of inexact second-order methods for unconstrained
nonconvex optimization from the point of view of worst-case evaluation complexity …
nonconvex optimization from the point of view of worst-case evaluation complexity …
On the complexity of an augmented Lagrangian method for nonconvex optimization
In this paper we study the worst-case complexity of an inexact augmented Lagrangian
method for nonconvex constrained problems. Assuming that the penalty parameters are …
method for nonconvex constrained problems. Assuming that the penalty parameters are …
A control-theoretic perspective on optimal high-order optimization
We provide a control-theoretic perspective on optimal tensor algorithms for minimizing a
convex function in a finite-dimensional Euclidean space. Given a function\varPhi: R^ d → R …
convex function in a finite-dimensional Euclidean space. Given a function\varPhi: R^ d → R …