Corpus ID: 173991043

Towards Unified Acceleration of High-Order Algorithms under Hölder Continuity and Uniform Convexity

@article{Song2019TowardsUA,
  title={Towards Unified Acceleration of High-Order Algorithms under H{\"o}lder Continuity and Uniform Convexity},
  author={Chaobing Song and Y. Ma},
  journal={ArXiv},
  year={2019},
  volume={abs/1906.00582}
}

Chaobing Song, Y. Ma

Published 2019

Computer Science, Mathematics

ArXiv

In this paper, through a very intuitive vanilla proximal method perspective, we derive accelerated high-order optimization algorithms for minimizing a convex function that has Holder continuous derivatives. In this general convex setting, we propose a concise unified acceleration framework (UAF), which reconciles the two different high-order acceleration approaches, one by Nesterov and Baes [29, 3, 33] and one by Monteiro and Svaiter [25]. As result, the UAF unifies the high-order acceleration… CONTINUE READING

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