当前位置: X-MOL 学术Optim. Methods Softw. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Tensor methods for finding approximate stationary points of convex functions
Optimization Methods & Software ( IF 1.4 ) Pub Date : 2020-09-23 , DOI: 10.1080/10556788.2020.1818082
G. N. Grapiglia 1 , Yurii Nesterov 2
Affiliation  

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 Oϵ1/(p+ν1) iterations to reduce the norm of the gradient of the objective below given ϵ(0,1). For accelerated tensor schemes, we establish improved complexity bounds of Oϵ(p+ν)/[(p+ν1)(p+ν+1)] and O|log(ϵ)|ϵ1/(p+ν), when the Hölder parameter ν[0,1] is known. For the case in which ν is unknown, we obtain a bound of Oϵ(p+1)/[(p+ν1)(p+2)] for a universal accelerated scheme. Finally, we also obtain a lower complexity bound of Oϵ2/[3(p+ν)2] 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ε-1/(p+ν-1)迭代以减少下面给出的目标的梯度范数ε(0,1). 对于加速张量方案,我们建立了改进的复杂性界限ε-(p+ν)/[(p+ν-1)(p+ν+1)]|日志(ε)|ε-1/(p+ν), 当 Hölder 参数ν[0,1]是已知的。对于ν未知的情况,我们得到一个界限ε-(p+1)/[(p+ν-1)(p+2)]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ε-2/[3(p+ν)-2]用于使用p阶张量方法找到ε近似静止点。

更新日期:2020-09-23
down
wechat
bug