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math.OC2024
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…
math.OC2024
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…