Block Broyden's methods for solving nonlinear equations

C Liu, C Chen, L Luo, J Lui - Advances in Neural …, 2023 - proceedings.neurips.cc
This paper studies quasi-Newton methods for solving nonlinear equations. We propose
block variants of both good and bad Broyden's methods, which enjoy explicit local …

Online learning guided curvature approximation: A quasi-Newton method with global non-asymptotic superlinear convergence

R Jiang, Q Jin, A Mokhtari - The Thirty Sixth Annual …, 2023 - proceedings.mlr.press
Quasi-Newton algorithms are among the most popular iterative methods for solving
unconstrained minimization problems, largely due to their favorable superlinear …

Multiple greedy quasi-newton methods for saddle point problems

M Xiao, S Bo, Z Wu - … on Data-driven Optimization of Complex …, 2024 - ieeexplore.ieee.org
This paper introduces the Multiple Greedy Quasi-Newton (MGSR1-SP) method, a novel
approach to solving strongly-convex-strongly-concave (SCSC) saddle point problems. Our …

Accelerated quasi-newton proximal extragradient: Faster rate for smooth convex optimization

R Jiang, A Mokhtari - Advances in Neural Information …, 2024 - proceedings.neurips.cc
In this paper, we propose an accelerated quasi-Newton proximal extragradient method for
solving unconstrained smooth convex optimization problems. With access only to the …

New results on superlinear convergence of classical quasi-Newton methods

A Rodomanov, Y Nesterov - Journal of optimization theory and …, 2021 - Springer
We present a new theoretical analysis of local superlinear convergence of classical quasi-
Newton methods from the convex Broyden class. As a result, we obtain a significant …

Quasi-Newton methods for saddle point problems

C Liu, L Luo - Advances in Neural Information Processing …, 2022 - proceedings.neurips.cc
This paper studies quasi-Newton methods for strongly-convex-strongly-concave saddle
point problems. We propose random Broyden family updates, which have explicit local …

From convex optimization to MDPs: A review of first-order, second-order and quasi-Newton methods for MDPs

J Grand-Clément - arXiv preprint arXiv:2104.10677, 2021 - arxiv.org
In this paper we present a review of the connections between classical algorithms for solving
Markov Decision Processes (MDPs) and classical gradient-based algorithms in convex …

Non-asymptotic superlinear convergence of standard quasi-Newton methods

Q Jin, A Mokhtari - Mathematical Programming, 2023 - Springer
In this paper, we study and prove the non-asymptotic superlinear convergence rate of the
Broyden class of quasi-Newton algorithms which includes the Davidon–Fletcher–Powell …

Hessian averaging in stochastic Newton methods achieves superlinear convergence

S Na, M Dereziński, MW Mahoney - Mathematical Programming, 2023 - Springer
We consider minimizing a smooth and strongly convex objective function using a stochastic
Newton method. At each iteration, the algorithm is given an oracle access to a stochastic …

Sharpened quasi-Newton methods: Faster superlinear rate and larger local convergence neighborhood

Q Jin, A Koppel, K Rajawat… - … Conference on Machine …, 2022 - proceedings.mlr.press
Non-asymptotic analysis of quasi-Newton methods have received a lot of attention recently.
In particular, several works have established a non-asymptotic superlinear rate of …