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Second-order Methods with Provable Global Complexity
GUEST LECTURER
Yuri Nesterov
AFFILIATION
CORE, Belgium
ABSTRACT
In this talk we discuss a recent progress in the general second-order minimization schemes related to the cubic regularization of the Newton's method. For convex case, we present an accelerated multistep version of the method. We consider the extensions of the new schemes onto constrained problems. Preliminary computational results are also discussed.
