Tensor methods for finding approximate stationary points of convex functions
G N Grapiglia1, Yurii Nesterov2
1Departamento de Matemática, Universidade Federal do Paraná, Curitiba, Brazil.
Abstract:
In this paper, we consider the problem of finding ε-approximate stationary points of convex functions that are p-times differentiable with ν-Hölder continuous pth derivatives. We present tensor methods with and without acceleration. Specifically, we show that the non-accelerated schemes take at most iterations to reduce the norm of the gradient of the objective below given . For accelerated tensor schemes, we establish improved complexity bounds of and , when the Hölder parameter is known. For the case in which ν is unknown, we obtain a bound of for a universal accelerated scheme. Finally, we also obtain a lower complexity bound of for finding ε-approximate stationary points using p-order tensor methods.
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