Title
On Inexact Solution Of Auxiliary Problems In Tensor Methods For Convex Optimization
Abstract
In this paper, we study the auxiliary problems that appear in p-order tensor methods for unconstrained minimization of convex functions with nu-Holder continuous pth derivatives. This type of auxiliary problems corresponds to the minimization of a -order regularization of the pth-order Taylor approximation of the objective. For the case p = 3, we consider the use of Gradient Methods with Bregman distance. When the regularization parameter is sufficiently large, we prove that the referred methods take at most iterations to find either a suitable approximate stationary point of the tensor model or an epsilon-approximate stationary point of the original objective function.
Year
DOI
Venue
2021
10.1080/10556788.2020.1731749
OPTIMIZATION METHODS & SOFTWARE
Keywords
DocType
Volume
Unconstrained minimization, high-order methods, tensor methods, Holder condition, worst-case global complexity bounds
Journal
36
Issue
ISSN
Citations 
1
1055-6788
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Grapiglia Geovani Nunes100.34
Yurii Nesterov21800168.77