Suppr超能文献

张量方法的局部收敛性。

Local convergence of tensor methods.

作者信息

Doikov Nikita, Nesterov Yurii

机构信息

Institute of Information and Communication Technologies, Electronics and Applied Mathematics (ICTEAM), Catholic University of Louvain (UCL), Louvain-la-Neuve, Belgium.

Center for Operations Research and Econometrics (CORE), Catholic University of Louvain (UCL), 34 voie du Roman Pays, 1348 Louvain-la-Neuve, Belgium.

出版信息

Math Program. 2022;193(1):315-336. doi: 10.1007/s10107-020-01606-x. Epub 2021 Jan 4.

Abstract

In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth component, having Lipschitz-continuous high-order derivative. The convergence both in function value and in the norm of minimal subgradient is established. Global complexity bounds for the Composite Tensor Method in convex and uniformly convex cases are also discussed. Lastly, we show how local convergence of the methods can be globalized using the inexact proximal iterations.

摘要

在本文中,我们研究用于求解具有复合目标的凸优化问题的高阶张量方法的局部收敛性。在光滑分量具有一致凸性且高阶导数为Lipschitz连续的假设下,我们证明了局部超线性收敛性。建立了函数值和最小次梯度范数的收敛性。还讨论了复合张量方法在凸和一致凸情况下的全局复杂度界。最后,我们展示了如何使用不精确近端迭代将这些方法的局部收敛性推广为全局收敛性。

相似文献

1
Local convergence of tensor methods.张量方法的局部收敛性。
Math Program. 2022;193(1):315-336. doi: 10.1007/s10107-020-01606-x. Epub 2021 Jan 4.
2
Gradient regularization of Newton method with Bregman distances.基于布雷格曼距离的牛顿法梯度正则化
Math Program. 2024;204(1-2):1-25. doi: 10.1007/s10107-023-01943-7. Epub 2023 Mar 24.
5
Implementable tensor methods in unconstrained convex optimization.无约束凸优化中可实现的张量方法。
Math Program. 2021;186(1):157-183. doi: 10.1007/s10107-019-01449-1. Epub 2019 Nov 21.
10
Subgradient ellipsoid method for nonsmooth convex problems.非光滑凸问题的次梯度椭球法
Math Program. 2023;199(1-2):305-341. doi: 10.1007/s10107-022-01833-4. Epub 2022 Jun 14.

本文引用的文献

2
Implementable tensor methods in unconstrained convex optimization.无约束凸优化中可实现的张量方法。
Math Program. 2021;186(1):157-183. doi: 10.1007/s10107-019-01449-1. Epub 2019 Nov 21.

文献检索

告别复杂PubMed语法,用中文像聊天一样搜索,搜遍4000万医学文献。AI智能推荐,让科研检索更轻松。

立即免费搜索

文件翻译

保留排版,准确专业,支持PDF/Word/PPT等文件格式,支持 12+语言互译。

免费翻译文档

深度研究

AI帮你快速写综述,25分钟生成高质量综述,智能提取关键信息,辅助科研写作。

立即免费体验