Title
A Note on Inexact Condition for Cubic Regularized Newton's Method.
Abstract
This note considers the inexact cubic-regularized Newtonu0027s method (CR), which has been shown in cite{Cartis2011a} to achieve the same order-level convergence rate to a secondary stationary point as the exact CR citep{Nesterov2006}. However, the inexactness condition in cite{Cartis2011a} is not implementable due to its dependence on future iterates variable. This note fixes such an issue by proving the same convergence rate for nonconvex optimization under an inexact adaptive condition that depends on only the current iterate. Our proof controls the sufficient decrease of the function value over the total iterations rather than each iteration as used in the previous studies, which can be of independent interest in other contexts.
Year
Venue
Field
2018
arXiv: Optimization and Control
Applied mathematics,Discrete mathematics,Stationary point,Rate of convergence,Iterated function,Mathematics,Newton's method
DocType
Volume
Citations 
Journal
abs/1808.07384
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Zhe Wang119824.41
Yi Zhou26517.55
Yingbin Liang31646147.64
Guanghui Lan4121266.26