[KNYGA][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 …

Tight lipschitz hardness for optimizing mean field spin glasses

B Huang, M Sellke - Communications on Pure and Applied …, 2025 - Wiley Online Library
We study the problem of algorithmically optimizing the Hamiltonian HN H_N of a spherical or
Ising mixed pp‐spin glass. The maximum asymptotic value OPT OPT of HN/N H_N/N is …

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 …

The first optimal acceleration of high-order methods in smooth convex optimization

D Kovalev, A Gasnikov - Advances in Neural Information …, 2022 - proceedings.neurips.cc
In this paper, we study the fundamental open question of finding the optimal high-order
algorithm for solving smooth convex minimization problems. Arjevani et al.(2019) …

Super-universal regularized newton method

N Doikov, K Mishchenko, Y Nesterov - SIAM Journal on Optimization, 2024 - SIAM
We analyze the performance of a variant of the Newton method with quadratic regularization
for solving composite convex minimization problems. At each step of our method, we choose …

The power of first-order smooth optimization for black-box non-smooth problems

A Gasnikov, A Novitskii, V Novitskii… - arxiv preprint arxiv …, 2022 - arxiv.org
Gradient-free/zeroth-order methods for black-box convex optimization have been
extensively studied in the last decade with the main focus on oracle calls complexity. In this …

Smooth monotone stochastic variational inequalities and saddle point problems: A survey

A Beznosikov, B Polyak, E Gorbunov… - European Mathematical …, 2023 - ems.press
This paper is a survey of methods for solving smooth,(strongly) monotone stochastic
variational inequalities. To begin with, we present the deterministic foundation from which …

A Damped Newton Method Achieves Global and Local Quadratic Convergence Rate

S Hanzely, D Kamzolov… - Advances in …, 2022 - proceedings.neurips.cc
In this paper, we present the first stepsize schedule for Newton method resulting in fast
global and local convergence guarantees. In particular, we a) prove an $\mathcal O\left …

Acceleration with a ball optimization oracle

Y Carmon, A Jambulapati, Q Jiang… - Advances in …, 2020 - proceedings.neurips.cc
Consider an oracle which takes a point x and returns the minimizer of a convex function f in
an l2 ball of radius r around x. It is straightforward to show that roughly r^{-1}\log (1/epsilon) …

Inexact high-order proximal-point methods with auxiliary search procedure

Y Nesterov - SIAM Journal on Optimization, 2021 - SIAM
In this paper, we complement the framework of bilevel unconstrained minimization (BLUM)
Y. Nesterov, Math. Program., to appear by a new p th-order proximal-point method …