Superfast second-order methods for unconstrained convex optimization
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Publication:2664892
DOI10.1007/S10957-021-01930-YzbMATH Open1480.90195OpenAlexW3092425772MaRDI QIDQ2664892FDOQ2664892
Authors: Yuri Nesterov 
Publication date: 18 November 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-021-01930-y
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Cites Work
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- Cubic regularization of Newton method and its global performance
- Accelerating the cubic regularization of Newton's method on convex problems
- Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
- Oracle complexity of second-order methods for smooth convex optimization
- Lectures on convex optimization
- Relatively Smooth Convex Optimization by First-Order Methods, and Applications
- A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications
- Implementable tensor methods in unconstrained convex optimization
- On inexact solution of auxiliary problems in tensor methods for convex optimization
Cited In (13)
- Super-Universal Regularized Newton Method
- Inexact tensor methods and their application to stochastic convex optimization
- Adaptive Third-Order Methods for Composite Convex Optimization
- Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure
- Fast Curvature Matrix-Vector Products for Second-Order Gradient Descent
- High-order methods beyond the classical complexity bounds: inexact high-order proximal-point methods
- Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods
- A concise second-order complexity analysis for unconstrained optimization using high-order regularized models
- Inexact accelerated high-order proximal-point methods
- Fast convex optimization via a third-order in time evolution equation
- Perseus: a simple and optimal high-order method for variational inequalities
- Hyperfast second-order local solvers for efficient statistically preconditioned distributed optimization
- Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence
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