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