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In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective.
Cambridge university press, Cambridge (2004)
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Cartis, C., Gould, N.I., Toint, P.L.: Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results · 2011
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Cartis, C., Gould, N.I., Toint, P.L.: Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization · 2012
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Carmon, Y., Duchi, J.C.: Gradient descent efficiently finds the cubic-regularized non-convex Newton step · 2016
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In: Proceedings of the 49th Annual ACM SIGACT Symposium on Theory of Computing, pp. 1195–1199. ACM (2017)
Agarwal, N., Allen-Zhu, Z., Bullins, B., Hazan, E., Ma, T.: Finding approximate local minima faster than gradient descent · 2017
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Ghadimi, S., Liu, H., Zhang, T.: Second-order methods with cubic regularization under inexact information · 2017
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SIAM J. Optim. 27
Grapiglia, G.N., Nesterov, Y.: Regularized Newton methods for minimizing functions with Hölder continuous Hessians · 2017
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Cartis, C., Scheinberg, K.: Global convergence rate analysis of unconstrained optimization methods based on probabilistic models · 2018
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In: International Conference on Machine Learning, pp. 1289–1297 (2018)
Doikov, N., Richtárik, P.: Randomized block cubic Newton method · 2018
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Springer, Berlin (2018)
Nesterov, Y.: Lectures on Convex Optimization, vol. 137 · 2018
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In: Advances in Neural Information Processing Systems, pp. 2899–2908 (2018)
Tripuraneni, N., Stern, M., Jin, C., Regier, J., Jordan, M.I.: Stochastic cubic regularization for fast nonconvex optimization · 2018
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SIAM J. Optim. 29
Grapiglia, G.N., Nesterov, Y.: Accelerated regularized Newton methods for minimizing composite convex functions · 2019
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In: Mathematical Programming pp. 1–27 (2019)
Nesterov, Y.: Implementable tensor methods in unconstrained convex optimization · 2019
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In: International Conference on Machine Learning, pp. 1895–1904 (2017)
Kohler, J.M., Lucchi, A.: Sub-sampled cubic regularization for non-convex optimization · 2017
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