New Results on Superlinear Convergence of Classical Quasi-Newton Methods

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 improvement in the currently known estimates of the convergence rates for these methods. In particular, we show that the corres...

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Veröffentlicht in:	Journal of optimization theory and applications 2021-03, Vol.188 (3), p.744-769
Hauptverfasser:	Rodomanov, Anton, Nesterov, Yurii
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications of Mathematics Calculus of Variations and Optimal Control Optimization Convergence Engineering Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Quasi Newton methods Theory of Computation
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