Poster
The First Optimal Acceleration of High-Order Methods in Smooth Convex Optimization
Dmitry Kovalev · Alexander Gasnikov
Hall J (level 1) #827
Keywords: [ high-order optimization ] [ Convex Optimization ] [ tensor methods ] [ optimal algorithms ]
Abstract:
In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound on the number of the -th order oracle calls required by an algorithm to find an -accurate solution to the problem, where the -th order oracle stands for the computation of the objective function value and the derivatives up to the order . However, the existing state-of-the-art high-order methods of Gasnikov et al. (2019b); Bubeck et al. (2019); Jiang et al. (2019) achieve the oracle complexity , which does not match the lower bound. The reason for this is that these algorithms require performing a complex binary search procedure, which makes them neither optimal nor practical. We fix this fundamental issue by providing the first algorithm with -th order oracle complexity.
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