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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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Detalles Bibliográficos
Autores principales: Rodomanov, Anton, Nesterov, Yurii
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7929971/
https://www.ncbi.nlm.nih.gov/pubmed/33746292
http://dx.doi.org/10.1007/s10957-020-01805-8