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Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure

Authors :
Nesterov, Yurii
Source :
SIAM Journal on Optimization. 31:2807-2828
Publication Year :
2021
Publisher :
Society for Industrial & Applied Mathematics (SIAM), 2021.

Abstract

In this paper, we complement the framework of bilevel unconstrained minimization (BLUM) [Y. Nesterov, Math. Program., to appear] by a new $p$th-order proximal-point method convergent as $O(k^{-(3p+...

Details

ISSN :
10957189 and 10526234
Volume :
31
Database :
OpenAIRE
Journal :
SIAM Journal on Optimization
Accession number :
edsair.doi.dedup.....5b79f3c43b9a5328d8b270a800584135