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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
Adaptive Third-Order Methods for Composite Convex Optimization
Geovani Nunes Grapiglia, Yurii Nesterov
In this paper we propose third-order methods for composite convex optimization problems in which the smooth part is a three-times continuously differentiable function with Lipschit…