# OPTAMI: Global Superlinear Convergence of High-order Methods

arXiv: https://arxiv.org/abs/2410.04083 · HTML: https://mlsanity.com/paper/2410.04083/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 5 Oct 2024.

## Built on by (most cited first, 2 of 2)

- [psiDAG: Projected Stochastic Approximation Iteration for DAG Structure Learning](https://mlsanity.com/paper/2410.23862/) (2024)
- [Gradient Regularized Newton Boosting Trees with Global Convergence](https://mlsanity.com/paper/2605.00581/) (2026)

## Abstract (arXiv)

Second-order methods for convex optimization outperform first-order methods in terms of theoretical iteration convergence, achieving rates up to O(k-5) for highly-smooth functions. However, their practical performance and applications are limited due to their multi-level structure and implementation complexity. In this paper, we present new results on high-order optimization methods, supported by their practical performance. First, we show that the basic high-order methods, such as the Cubic Regularized Newton Method, exhibit global superlinear convergence for μ-strongly star-convex functions, a class that includes μ-strongly convex functions and some non-convex functions. Theoretical convergence results are both inspired and supported by the practical performance of these methods. Secondly, we propose a practical version of the Nesterov Accelerated Tensor method, called NATA. It significantly outperforms the classical variant and other high-order acceleration techniques in practice. The convergence of NATA is also supported by theoretical results. Finally, we introduce an open-source computational library for high-order methods, called OPTAMI. This library includes various methods, acceleration techniques, and subproblem solvers, all implemented as PyTorch optimizers, thereby facilitating the practical application of high-order methods to a wide range of optimization problems. We hope this library will simplify research and practical comparison of methods beyond first-order.
