2026-04-01 Wednesday Sign in CN

Activities
Solver-Aware High-Order Methods for Large-Scale Nonconvex Optimization
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Reporter:
刘洋 助理教授 (大湾区大学)
Inviter:
刘歆 研究员
Subject:
Solver-Aware High-Order Methods for Large-Scale Nonconvex Optimization
Time and place:
4月1日(周三)14:00-15:00,南楼224
Abstract:

This talk presents a solver-aware perspective on large-scale nonconvex optimization, coupling algorithmic design with matrix- and tensor-free subproblem solvers. First, we discuss second-order methods with full-curvature awareness. By detecting and handling nonpositive curvature on the fly within Krylov-subspace iterations for solving the Newton system, we establish line search methods with global complexity guarantees and superlinear local convergence under standard regularity conditions. Moving to third-order and beyond (arbitrary order p), we present practical and theoretical results for adaptively regularized tensor methods (ARp). We introduce improved strategies including efficient regularization updates and a novel pre-rejection mechanism. Furthermore, we extend the local convergence result of Doikov and Nesterov [Math. Program., 193 (2022), pp. 315-336] for tensor methods and establish a sharp local pth-order convergence rate for ARp, contingent on the right choice of local subproblem minimizer.