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Minimizing Uniformly Convex Functions by Cubic Regularization of Newton Method

In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain degree and justify the linear rate of convergence in a nondegen...

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Detalles Bibliográficos
Autores principales: Doikov, Nikita, Nesterov, Yurii
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8550329/
https://www.ncbi.nlm.nih.gov/pubmed/34720181
http://dx.doi.org/10.1007/s10957-021-01838-7