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 …

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 …

Recent theoretical advances in non-convex optimization

M Danilova, P Dvurechensky, A Gasnikov… - … and Probability: With a …, 2022 - Springer
Motivated by recent increased interest in optimization algorithms for non-convex
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

C Cartis, NIM Gould, PL Toint - 2022 - SIAM
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 …

Perseus: A simple and optimal high-order method for variational inequalities

T Lin, MI Jordan - Mathematical Programming, 2024 - Springer
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) …

Tensor methods for minimizing convex functions with Hölder continuous higher-order derivatives

GN Grapiglia, Y Nesterov - SIAM Journal on Optimization, 2020 - SIAM
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 …

Sharp worst-case evaluation complexity bounds for arbitrary-order nonconvex optimization with inexpensive constraints

C Cartis, NIM Gould, PL Toint - SIAM Journal on Optimization, 2020 - SIAM
We provide sharp worst-case evaluation complexity bounds for nonconvex minimization
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

C Cartis, NIM Gould, PL Toint - Proceedings of the International …, 2018 - World Scientific
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 …

On the complexity of an augmented Lagrangian method for nonconvex optimization

GN Grapiglia, Y Yuan - IMA Journal of Numerical Analysis, 2021 - academic.oup.com
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 …

A control-theoretic perspective on optimal high-order optimization

T Lin, MI Jordan - Mathematical Programming, 2022 - Springer
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 …