Optimization Methods & Software ( IF 1.4 ) Pub Date : 2020-09-23 , DOI: 10.1080/10556788.2020.1818082 G. N. Grapiglia 1 , Yurii Nesterov 2
In this paper, we consider the problem of finding ε-approximate stationary points of convex functions that are p-times differentiable with ν-Hölder continuous pth derivatives. We present tensor methods with and without acceleration. Specifically, we show that the non-accelerated schemes take at most iterations to reduce the norm of the gradient of the objective below given . For accelerated tensor schemes, we establish improved complexity bounds of and , when the Hölder parameter is known. For the case in which ν is unknown, we obtain a bound of for a universal accelerated scheme. Finally, we also obtain a lower complexity bound of for finding ε-approximate stationary points using p-order tensor methods.
中文翻译:
寻找凸函数近似驻点的张量方法
在本文中,我们考虑寻找ε - 近似的凸函数驻点的问题,这些驻点是可与ν -Hölder 连续p th 导数进行p次微分的。我们提出了有加速和没有加速的张量方法。具体来说,我们表明非加速方案最多需要迭代以减少下面给出的目标的梯度范数. 对于加速张量方案,我们建立了改进的复杂性界限和, 当 Hölder 参数是已知的。对于ν未知的情况,我们得到一个界限对于通用加速方案。最后,我们还获得了一个较低的复杂度界限用于使用p阶张量方法找到ε近似静止点。