A Note on Inexact Condition for Cubic Regularized Newton's Method

08/22/2018
by   Zhe Wang, et al.
0

This note considers the inexact cubic-regularized Newton's method (CR), which has been shown in Cartis2011a to achieve the same order-level convergence rate to a secondary stationary point as the exact CR Nesterov2006. However, the inexactness condition in Cartis2011a is not implementable due to its dependence on future iterates variable. This note fixes such an issue by proving the same convergence rate for nonconvex optimization under an inexact adaptive condition that depends on only the current iterate. Our proof controls the sufficient decrease of the function value over the total iterations rather than each iteration as used in the previous studies, which can be of independent interest in other contexts.

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