Accelerated Regularized Newton Methods for Minimizing Composite Convex Functions

Nunes Grapiglia, Geovani;Nesterov, Yurii
(2019) SIAM Journal on Optimization — Vol. 29, n° 1, p. 77-99 (2019)

Files

Rep3058.pdf
  • Open Access
  • Adobe PDF
  • 2.33 MB

Details

Authors
Abstract
In this paper, we study accelerated regularized Newton methods for minimizing objectives formed as a sum of two functions: one is convex and twice differentiable with Hölder-continuous Hessian, and the other is a simple closed convex function.
Affiliations

Citations

Nunes Grapiglia, G., & Nesterov, Y. (2019). Accelerated Regularized Newton Methods for Minimizing Composite Convex Functions. SIAM Journal on Optimization, 29(1), 77-99. https://doi.org/10.1137/17m1142077 (Original work published 2019)