4 papers
Affine-Invariant Global Non-Asymptotic Convergence Analysis of BFGS under Self-Concordance
Qiujiang Jin, Aryan Mokhtari
In this paper, we establish global non-asymptotic convergence guarantees for the BFGS quasi-Newton method without requiring strong convexity or the Lipschitz continuity of the grad…
Non-asymptotic Global Convergence Rates of BFGS with Exact Line Search
Qiujiang Jin, Ruichen Jiang, Aryan Mokhtari
In this paper, we explore the non-asymptotic global convergence rates of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method implemented with exact line search. Notably, due to Dixo…
Non-asymptotic Global Convergence Analysis of BFGS with the Armijo-Wolfe Line Search
Qiujiang Jin, Ruichen Jiang, Aryan Mokhtari
In this paper, we present the first explicit and non-asymptotic global convergence rates of the BFGS method when implemented with an inexact line search scheme satisfying the Armij…
Adaptive and Optimal Second-order Optimistic Methods for Minimax Optimization
Ruichen Jiang, Ali Kavis, Qiujiang Jin +2
We propose adaptive, line search-free second-order methods with optimal rate of convergence for solving convex-concave min-max problems. By means of an adaptive step size, our algo…