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math.OC2023
Limited-Memory Greedy Quasi-Newton Method with Non-asymptotic Superlinear Convergence Rate
Zhan Gao, Aryan Mokhtari, Alec Koppel
Non-asymptotic convergence analysis of quasi-Newton methods has gained attention with a landmark result establishing an explicit local superlinear rate of O. The…
math.OC2023★ 1 cited
Sharpened Lazy Incremental Quasi-Newton Method
Aakash Lahoti, Spandan Senapati, Ketan Rajawat +1
The problem of minimizing the sum of functions in dimensions is ubiquitous in machine learning and statistics. In many applications where the number of observations is…