Nesterov, Yurii
[UCL]
In this paper we derive efficiency estimates of the regularized Newton's method as applied to constrained convex minimization problems and to variational inequalities. We study a one-step Newton's method and its multistep accelerated version, which converges on smooth convex problems as O( k13 ), where k is the iteration counter. We derive also the efficiency estimate of a second-order scheme for smooth variational inequalities. Its 1 global rate of convergence is established on the level O( k ).
Bibliographic reference |
Nesterov, Yurii. Cubic regularization of Newton's method for convex problems with constraints. CORE Discussion Papers ; 2006/39 (2006) |
Permanent URL |
http://hdl.handle.net/2078.1/4493 |