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math.OC2022★ 1 cited
Second-order optimization with lazy Hessians
Nikita Doikov, El Mahdi Chayti, Martin Jaggi
We analyze Newton's method with lazy Hessian updates for solving general possibly non-convex optimization problems. We propose to reuse a previously seen Hessian for several iterat…
math.OC2022
Super-Universal Regularized Newton Method
Nikita Doikov, Konstantin Mishchenko, Yurii Nesterov
We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose reg…
math.OC2022
Lower Complexity Bounds for Minimizing Regularized Functions
Nikita Doikov
In this paper, we establish lower bounds for the oracle complexity of the first-order methods minimizing regularized convex functions. We consider the composite representation of t…