Cubic Regularization is the Key! The First Accelerated Quasi-Newton Method with a Global Convergence Rate of $O(k^{-2})$ for Convex Functions

Dmitry Kamzolov, Klea Ziu, Artem Agafonov +1

In this paper, we propose the first Quasi-Newton method with a global convergence rate of $O(k^{-1})$ for general convex functions. Quasi-Newton methods, such as BFGS, SR-1, are we…