Introduction to high-order optimization methods

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  • 1. School of InformationManagement and Engineering, Shanghai University of Finance andEconomics, Shanghai 200433, China;
    2. Research Institute for Interdisciplinary Sciences, ShanghaiUniversity of Finance and Economics, Shanghai 200433, China

Received date: 2019-04-07

  Online published: 2019-12-06

Abstract

High-order methods are the recently developed optimization algorithms of using high-order information in the process of iteration. The high-order methods often have lower iteration complexity yet a harder subproblem to solve comparing to first-order methods. In this paper, we mainly surveyed three high-order methods including accelerated tensor method, the optimal tensor method, and the ARp method. The solution methods of the subproblems associated with those methods are discussed as well. Hopefully, the interested readers will pay more attention to this research topic by reading the recent advances of high-order methods summarized in this paper.

Cite this article

ZHU Xihua, CHANG Qingqing, JIANG Bo . Introduction to high-order optimization methods[J]. Operations Research Transactions, 2019 , 23(3) : 63 -76 . DOI: 10.15960/j.cnki.issn.1007-6093.2019.03.005

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