Related papers: Higher-Order Newton Methods with Polynomial Work p…

This article proposes new perspectives for developing derivative based numerical algorithms, supported by the introduction of a generalized derivative operators. It demonstrates that these operators have the potential to enhance and extend…

Coordinate descent methods have considerable impact in global optimization because global (or, at least, almost global) minimization is affordable for low-dimensional problems. Coordinate descent methods with high-order regularized models…

This paper aims to develop a Newton-type method to solve a class of nonconvex composite programs. In particular, the nonsmooth part is possibly nonconvex. To tackle the nonconvexity, we develop a notion of strong prox-regularity which is…

It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Importantly, this understanding allows us to safely start…

In this work, an approximate family of implicit multiderivative Runge-Kutta (MDRK) time integrators for stiff initial value problems is presented. The approximation procedure is based on the recent Approximate Implicit Taylor method (Baeza…

We prove lower bounds on the complexity of finding $\epsilon$-stationary points (points $x$ such that $\|\nabla f(x)\| \le \epsilon$) of smooth, high-dimensional, and potentially non-convex functions $f$. We consider oracle-based complexity…

In this work we construct a low-order nonconforming approximation method for linear elasticity problems supporting general meshes and valid in two and three space dimensions. The method is obtained by hacking the Hybrid High-Order method,…

In this paper, we consider the problem of empirical risk minimization (ERM) of smooth, strongly convex loss functions using iterative gradient-based methods. A major goal of this literature has been to compare different algorithms, such as…

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes…

In this paper we study Newton's method for solving the generalized equation $F(x)+T(x)\ni 0$ in Hilbert spaces, where $F$ is a Fr\'echet differentiable function and $T$ is set-valued and maximal monotone. We show that this method is local…

We propose a fast proximal Newton-type algorithm for minimizing regularized finite sums that returns an $\epsilon$-suboptimal point in $\tilde{\mathcal{O}}(d(n + \sqrt{\kappa d})\log(\frac{1}{\epsilon}))$ FLOPS, where $n$ is number of…

We propose a distributed, cubic-regularized Newton method for large-scale convex optimization over networks. The proposed method requires only local computations and communications and is suitable for federated learning applications over…

In this work, we develop first-order (Hessian-free) and zero-order (derivative-free) implementations of the Cubically regularized Newton method for solving general non-convex optimization problems. For that, we employ finite difference…

A game theory inspired methodology is proposed for finding a function's saddle points. While explicit descent methods are known to have severe convergence issues, implicit methods are natural in an adversarial setting, as they take the…

This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A H\"older gradient descent algorithm is first proposed for finding approximate first-order points of regularized polynomial…

Summation methods play a very important role in quantum field theory because all perturbation series are divergent and the expansion parameter is not always small. A number of methods have been tried in this context, most notably Pade…

In general dimension, there is no known total polynomial algorithm for either convex hull or vertex enumeration, i.e. an algorithm whose complexity depends polynomially on the input and output sizes. It is thus important to identify…

We present the online Newton's method, a single-step second-order method for online nonconvex optimization. We analyze its performance and obtain a dynamic regret bound that is linear in the cumulative variation between round optima. We…

The simplex algorithm for linear programming is based on the fact that any local optimum with respect to the polyhedral neighborhood is also a global optimum. We show that a similar result carries over to submodular maximization. In…