作者:Jiang, Bo; Wang, Haoyue; Zhang, Shuzhong
作者单位:Shanghai University of Finance & Economics; Massachusetts Institute of Technology (MIT); University of Minnesota System; University of Minnesota Twin Cities; Shenzhen Research Institute of Big Data; The Chinese University of Hong Kong, Shenzhen
摘要:This paper is concerned with finding an optimal algorithm for minimizing a composite convex objective function. The basic setting is that the objective is the sum of two convex functions: the first function is smooth with up to the dth-order derivative information available, and the second function is possibly nonsmooth, but its proximal tensor mappings can be computed approximately in an efficient manner. The problem is to find-in that setting-the best possible (optimal) iteration complexity ...