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Tensor Methods for Minimizing Convex Functions with Hölder Continuous Higher-Order Derivatives
SIAM Journal on Optimization ( IF 3.1 ) Pub Date : 2020-10-05 , DOI: 10.1137/19m1259432
G. N. Grapiglia , Yu. Nesterov

SIAM Journal on Optimization, Volume 30, Issue 4, Page 2750-2779, January 2020.
In this paper, we study $p$-order methods for unconstrained minimization of convex functions that are $p$-times differentiable ($p\geq 2$) with $\nu$-Hölder continuous $p$th derivatives. We propose tensor schemes with and without acceleration. For the schemes without acceleration, we establish iteration complexity bounds of $\mathcal{O}\left(\epsilon^{-1/(p+\nu-1)}\right)$ for reducing the functional residual below a given $\epsilon\in (0,1)$. Assuming that $\nu$ is known, we obtain an improved complexity bound of $\mathcal{O}\left(\epsilon^{-1/(p+\nu)}\right)$ for the corresponding accelerated scheme. For the case in which $\nu$ is unknown, we present a universal accelerated tensor scheme with iteration complexity of $\mathcal{O}\left(\epsilon^{-p/[(p+1)(p+\nu-1)]}\right)$. A lower complexity bound of $\mathcal{O}\left(\epsilon^{-2/[3(p+\nu)-2]}\right)$ is also obtained for this problem class.


中文翻译:

使用Hölder连续高阶导数最小化凸函数的张量方法

SIAM优化杂志,第30卷,第4期,第2750-2779页,2020年1月。
在本文中,我们研究了用$ \ nu $-Hölder连续$ p $ th个导数对凸函数进行无约束最小化的$ p $阶方法。我们提出了带有和不带有加速度的张量方案。对于没有加速的方案,我们建立$ \ mathcal {O} \ left(\ epsilon ^ {-1 /(p + \ nu-1)} \ right)$的迭代复杂度边界,以将功能残差降低到给定的$ \以下epsilon \ in(0,1)$。假设$ \ nu $是已知的,则对于相应的加速方案,我们可以获得$ \ mathcal {O} \ left(\ epsilon ^ {-1 /(p + \ nu)} \ right)$的改进复杂度范围。对于$ \ nu $未知的情况,我们提出了一种通用加速张量方案,其迭代复杂度为$ \ mathcal {O} \ left(\ epsilon ^ {-p / [(p + 1)(p + \ nu- 1)]} \ right)$。
更新日期:2020-11-13
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