solidot新版网站常见问题,请点击这里查看。

An Inexact Regularized Newton Framework with a Worst-Case Iteration Complexity of $\mathcal{O}(\epsilon^{-3/2})$ for Nonconvex Optimization. (arXiv:1708.00475v2 [math.OC] UPDATED)

来源于:arXiv
An algorithm for solving smooth nonconvex optimization problems is proposed that, in the worst-case, takes $\mathcal{O}(\epsilon^{-3/2})$ iterations to drive the norm of the gradient of the objective function below a prescribed positive real number $\epsilon$ and can take $\mathcal{O}(\varepsilon^{-3})$ iterations to drive the leftmost eigenvalue of the Hessian of the objective above $-\varepsilon$. The proposed algorithm is a general framework that covers a wide range of techniques including quadratically and cubically regularized Newton methods, such as the Adaptive Regularisation using Cubics (ARC) method, and the recently proposed Trust-Region Algorithm with Contractions and Expansions (TRACE). The generality of our method is achieved through the introduction of generic conditions that each trial step is required to satisfy, which in particular allow for inexact regularized Newton steps to be used. These conditions center around a new subproblem that can be approximately solved to 查看全文>>