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Session II.3 - Real-Number Complexity - Semi-plenary talk

Thursday, June 15, 16:30 ~ 17:30

Tensor methods for nonconvex optimization

Coralia Cartis

University of Oxford, United Kingdom   -   This email address is being protected from spambots. You need JavaScript enabled to view it.

We consider the advantages of having and incorporating higher- (than second-) order derivative information inside regularization frameworks, generating higher-order regularization algorithms that have better complexity, universal properties and can certify higher-order criticality of candidate solutions. Time permitting, we also discuss inexact settings where problem information and smoothness assumptions are weakened, without affecting the algorithms’ complexity. Efficient solution of some higher-order polynomial subproblems will also be discussed.

Joint work with Nick Gould (RAL, UK), Philippe Toint (University of Namur, Belgium) and Kate Wenqi Zhu (University of Oxford).

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