Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions

DOI10.1080/10556788.2018.1510927zbMath1409.90091arXiv1612.06965OpenAlexW2563719283MaRDI QIDQ4646680

Wenbo Gao, Donald Goldfarb

Publication date: 14 January 2019

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.06965

zbMATH Keywords

quasi-Newton methodsBFGSself-concordant functionsdamped Newton method

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Search theory (90B40)

Related Items (11)

Rates of superlinear convergence for classical quasi-Newton methods ⋮ Sketched Newton--Raphson ⋮ Non-asymptotic superlinear convergence of standard quasi-Newton methods ⋮ Optimal step length for the maximal decrease of a self-concordant function by the Newton method ⋮ Extended artificial neural networks approach for solving two-dimensional fractional-order Volterra-type integro-differential equations ⋮ Greedy PSB methods with explicit superlinear convergence ⋮ Composite convex optimization with global and local inexact oracles ⋮ New results on superlinear convergence of classical quasi-Newton methods ⋮ Optimal step length for the Newton method: case of self-concordant functions ⋮ Generalized self-concordant functions: a recipe for Newton-type methods ⋮ Greedy Quasi-Newton Methods with Explicit Superlinear Convergence

Uses Software

• L-BFGS
• LIBSVM
• ve08

Cites Work

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• A Rapidly Convergent Descent Method for Minimization
• Composite Self-Concordant Minimization
• Quasi-Newton Methods and their Application to Function Minimisation
• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization

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