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math.OC2025
Simple Stepsize for Quasi-Newton Methods with Global Convergence Guarantees
Artem Agafonov, Vladislav Ryspayev, Samuel Horváth +3
Quasi-Newton methods are widely used for solving convex optimization problems due to their ease of implementation, practical efficiency, and strong local convergence guarantees. Ho…
math.OC2025
Polyak Stepsize: Estimating Optimal Functional Values Without Parameters or Prior Knowledge
Farshed Abdukhakimov, Cuong Anh Pham, Samuel Horváth +2
The Polyak stepsize for Gradient Descent is known for its fast convergence but requires prior knowledge of the optimal functional value, which is often unavailable in practice. In…