BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Yurii Nesterov (University of Louvain) DTSTART:20200629T130000Z DTEND:20200629T140000Z DTSTAMP:20260423T021004Z UID:OWOS/12 DESCRIPTION:Title: Su perfast Second-Order Methods for Unconstrained Convex Optimization\nby Yurii Nesterov (University of Louvain) as part of One World Optimization seminar\n\n\nAbstract\nIn this talk\, we present new second-order methods with convergence rate $O( 1/k^4)$\, where $k$ is the iteration counter. Th is is faster that the existing lower bound for this type of schemes\, whic h is $O ( 1/k^{7/2} )$. Our progress can be explained by a finer specifica tion of the problem class. The main idea of this approach consists in impl ementation of an accelerated third-order scheme using a second-order oracl e. At each iteration of our method\, we solve a nontrivial auxiliary probl em by a linearly convergent scheme based on the relative non-degeneracy co ndition. During this process\, the Hessian of the objective function is co mputed once\, and the gradient is computed $O (\\ln {1 \\over \\epsilon})$ times\, where $\\epsilon$ is the desired accuracy of the solution for our problem.\n\nthe address and password of the zoom room of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk\ n LOCATION:https://researchseminars.org/talk/OWOS/12/ END:VEVENT END:VCALENDAR