5 papers · 1 filter
Convergence rates of regularized quasi-Newton methods without strong convexity
Shida Wang, Jalal Fadili, Peter Ochs
In this paper, we study convergence rates of the cubic regularized proximal quasi-Newton method (\csr) for solving non-smooth additive composite problems that satisfy the so-called…
Inertial Methods with Viscous and Hessian driven Damping for Non-Convex Optimization
Rodrigo Maulen-Soto, Jalal Fadili, Peter Ochs
In this paper, we aim to study non-convex minimization problems via second-order (in-time) dynamics, including a non-vanishing viscous damping and a geometric Hessian-driven dampin…
An SDE Perspective on Stochastic Inertial Gradient Dynamics with Time-Dependent Viscosity and Geometric Damping
Rodrigo Maulen-Soto, Jalal Fadili, Hedy Attouch +1
Our approach is part of the close link between continuous dissipative dynamical systems and optimization algorithms. We aim to solve convex minimization problems by means of stocha…
Stochastic Inertial Dynamics Via Time Scaling and Averaging
Rodrigo Maulen-Soto, Jalal Fadili, Hedy Attouch +1
Our work is part of the close link between continuous-time dissipative dynamical systems and optimization algorithms, and more precisely here, in the stochastic setting. We aim to…
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…