Near-optimal method for highly smooth convex optimization

MaRDI QIDQ6311372zbMATH OpenFDO

Authors Sébastien Bubeck, Qijia Jiang, Yin Tat Lee, Yuanzhi Li, Aaron Sidford

Publication date 19 December 2018

Abstract: We propose a near-optimal method for highly smooth convex optimization. More precisely, in the oracle model where one obtains the $p^{th}$ order Taylor expansion of a function at the query point, we propose a method with rate of convergence $ildeO(1/k^{frac3p+12})$ after $k$ queries to the oracle for any convex function whose $p^{th}$ order derivative is Lipschitz.

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