Inexact basic tensor methods

Yurii, Nesterov ()
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Yurii, Nesterov: Université catholique de Louvain, CORE, Belgium

No 2019023, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: In this paper we analyze the Basic Tensor Methods, which use approximate solutions of the auxiliary problems. The quality of this solution is described by the residual in p+1 the function value, which must be proportional to ε p , where p ≥ 1 is the order of solving the auxiliary problem for the second order scheme, we suggest two variants of the counter. Finally, we present the results of the preliminary computational experiments.

Keywords: high-order methods; tensor methods; complexity bounds; convex optimization (search for similar items in EconPapers)
Date: 2019-11-27
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Citations: View citations in EconPapers (1)

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