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Inexact basic tensor methods

Author

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  • NESTEROV Yurii,

    (Université catholique de Louvain, CORE, Belgium)

Abstract

In this paper we analyze the Basic Tensor Methods, which use approximate solutions of the auxiliary problems. The quality of this solution is described by the residual in p+1 the function value, which must be proportional to ε p , where p ≥ 1 is the order of solving the auxiliary problem for the second order scheme, we suggest two variants of the counter. Finally, we present the results of the preliminary computational experiments.

Suggested Citation

  • NESTEROV Yurii,, 2019. "Inexact basic tensor methods," LIDAM Discussion Papers CORE 2019023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvco:2019023
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp2019.html
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    Cited by:

    1. Yurii Nesterov, 2021. "Superfast Second-Order Methods for Unconstrained Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 191(1), pages 1-30, October.

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