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math.OC2021
Gradient Regularization of Newton Method with Bregman Distances
Nikita Doikov, Yurii Nesterov
In this paper, we propose a first second-order scheme based on arbitrary non-Euclidean norms, incorporated by Bregman distances. They are introduced directly in the Newton iterate…
math.OC2021
Optimization Methods for Fully Composite Problems
Nikita Doikov, Yurii Nesterov
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type m…