MBZUAI†, MIPT§, ISP RAS¶; KAUST‡; MIPT§, ISP RAS¶, HSE∥; MBZUAI†, KAUST‡; MBZUAI†
Slavomír Hanzely, Dmitry Kamzolov, Dmitry Pasechnyuk, Alexander Gasnikov, Peter Richtarik, Martin Takac
Cubic Newton method;Damped Newton method;fast global convergence;convex optimization
A Damped Newton Method Achieves Global $\mathcal O \left(\frac{1}{k^2}\right)$ and Local Quadratic Convergence Rate