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math.OC2025
Advancing Multi-Secant Quasi-Newton Methods for General Convex Functions
Mokhwa Lee, Yifan Sun
Quasi-Newton (QN) methods provide an efficient alternative to second-order methods for minimizing smooth unconstrained problems. While QN methods generally compose a Hessian estima…
math.OC2021
Continuous Time Frank-Wolfe Does Not Zig-Zag, But Multistep Methods Do Not Accelerate
Zhaoyue Chen, Mokhwa Lee, Yifan Sun
The Frank-Wolfe algorithm has regained much interest in its use in structurally constrained machine learning applications. However, one major limitation of the Frank-Wolfe algorith…