4 papers
Convergence rates of regularized quasi-Newton methods without strong convexity
Shida Wang, Jalal Fadili, Peter Ochs
In this paper, we study convergence rates of the cubic regularized proximal quasi-Newton method (\csr) for solving non-smooth additive composite problems that satisfy the so-called…
Global non-asymptotic super-linear convergence rates of regularized proximal quasi-Newton methods on non-smooth composite problems
Shida Wang, Jalal Fadili, Peter Ochs
In this paper, we propose two regularized proximal quasi-Newton methods with symmetric rank-1 update of the metric (SR1 quasi-Newton) to solve non-smooth convex additive composite…
A Quasi-Newton Primal-Dual Algorithm with Line Search
Shida Wang, Jalal Fadili, Peter Ochs
Quasi-Newton methods refer to a class of algorithms at the interface between first and second order methods. They aim to progress as substantially as second order methods per itera…
Inertial Quasi-Newton Methods for Monotone Inclusion: Efficient Resolvent Calculus and Primal-Dual Methods
Shida Wang, Jalal Fadili, Peter Ochs
We introduce an inertial quasi-Newton Forward-Backward Splitting Algorithm to solve a class of monotone inclusion problems. While the inertial step is computationally cheap, in gen…