Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods

Abstract

For solving strongly convex optimization problems, we propose and study the global convergence of variants of the accelerated hybrid proximal extragradient (A-HPE) and large-step A-HPE algorithms of R.D.C. Monteiro and B.F. Svaiter [An accelerated hybrid proximal extragradient method for convex optimization and its implications to second-order methods, SIAM J. Optim. 23 (2013), pp. 1092–1125.]. We prove linear and the superlinear global rates for the proposed variants of the A-HPE and large-step A-HPE methods, respectively. The parameter appears in the (high-order) large-step condition of the new large-step A-HPE algorithm. We apply our results to high-order tensor methods, obtaining a new inexact (relative-error) tensor method for (smooth) strongly convex optimization with iteration-complexity . In particular, for p = 2, we obtain an inexact proximal-Newton algorithm with fast global convergence rate.