2 papers
math.OC2025
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…
math.OC2024
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…