Inexact tensor methods and their application to stochastic convex optimization
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Publication:6585820
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Cites work
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- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
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- Adaptive Regularization Algorithms with Inexact Evaluations for Nonconvex Optimization
- Adaptive regularization for nonconvex optimization using inexact function values and randomly perturbed derivatives
- An accelerated hybrid proximal extragradient method for convex optimization and its implications to second-order methods
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- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
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- scientific article; zbMATH DE number 3086336 (Why is no real title available?)
- Implementable tensor methods in unconstrained convex optimization
- Inexact high-order proximal-point methods with auxiliary search procedure
- Inexact model: a framework for optimization and variational inequalities
- Lectures on convex optimization
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Cited in
(4)- Accelerated adaptive cubic regularized quasi-Newton methods
- A stochastic objective-function-free adaptive regularization method with optimal complexity
- Proximal gradient methods with inexact oracle of degree q for composite optimization
- A Hessian-free inexact regularized Newton method for composite convex optimization
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