Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods
Abstract
For solving strongly convex optimization problems, we propose and study the global convergence of variants of the A-HPE and large-step A-HPE algorithms of Monteiro and Svaiter. We prove linear and the superlinear global rates for the proposed variants of the A-HPE and large-step A-HPE methods, respectively. The parameter appears in the (high-order) large-step condition of the new large-step A-HPE algorithm. We apply our results to high-order tensor methods, obtaning a new inexact (relative-error) tensor method for (smooth) strongly convex optimization with iteration-complexity . In particular, for , we obtain an inexact Newton-proximal algorithm with fast global convergence rate.
Keywords
Cite
@article{arxiv.2102.02045,
title = {Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods},
author = {M. Marques Alves},
journal= {arXiv preprint arXiv:2102.02045},
year = {2021}
}
Comments
minor corrections; to appear in optimization methods and software