Seminar series
Fri, 20 May 2022
16:00 - 17:00
Yurii Nesterov
Universite catholique de louvain
In the recent years, the most important developments in Optimization were related to clarification of abilities of the higher-order methods. These schemes have potentially much higher rate of convergence as compared to the lower-order methods. However, the possibility of their implementation in the form of practically efficient algorithms was questionable during decades. In this talk, we discuss different possibilities for advancing in this direction, which avoid all standard fears on tensor methods (memory requirements, complexity of computing the tensor components, etc.). Moreover, in this way we get the new second-order methods with memory, which converge provably faster than the conventional upper limits provided by the Complexity Theory.

Further Information

This colloquium is the annual Maths-Stats colloquium, held jointly with the Statistics department.

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