no code implementations • ICML 2018 • Nikita Doikov, Peter Richtarik, University Edinburgh
To this effect we propose and analyze a randomized block cubic Newton (RBCN) method, which in each iteration builds a model of the objective function formed as the sum of the natural models of its three components: a linear model with a quadratic regularizer for the differentiable term, a quadratic model with a cubic regularizer for the twice differentiable term, and perfect (proximal) model for the nonsmooth term.