Local convergence of tensor methods

Doikov, Nikita;Nesterov, Yurii
(2019) , 19 pages

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  • Doikov, NikitaUCLouvain
    Author
  • Nesterov, YuriiUCLouvain
    Author
Abstract
In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth component, having Lipschitz-continuous high-order derivative. The convergence both in function value and in the norm of minimal subgradient is established. Global complexity bounds for the Composite Tensor Method in convex and uniformly convex cases are also discussed. Lastly, we show how local convergence of the methods can be globalized using the inexact proximal iterations.
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Doikov, N., & Nesterov, Y. (2019). Local convergence of tensor methods (CORE Discussion Papers 2019/21). https://hdl.handle.net/2078.5/170946