Related papers: Compact representations of structured BFGS matrice…

The question of how to incorporate curvature information in stochastic approximation methods is challenging. The direct application of classical quasi- Newton updating techniques for deterministic optimization leads to noisy curvature…

Recently several methods were proposed for sparse optimization which make careful use of second-order information [10, 28, 16, 3] to improve local convergence rates. These methods construct a composite quadratic approximation using Hessian…

We investigate quasi-Newton methods for minimizing a strictly convex quadratic function which is subject to errors in the evaluation of the gradients. The methods all give identical behavior in exact arithmetic, generating minimizers of…

In this paper, based on function information, we propose a modified BFGS-type method for nonconvex multiobjective optimization problems (MFQNMO). In the multiobjective quasi-Newton method (QNMO), each iteration involves separately…

We consider the problem of minimizing a continuous function that may be nonsmooth and nonconvex, subject to bound constraints. We propose an algorithm that uses the L-BFGS quasi-Newton approximation of the problem's curvature together with…

The main focus in this paper is exact linesearch methods for minimizing a quadratic function whose Hessian is positive definite. We give a class of limited-memory quasi-Newton Hessian approximations which generate search directions parallel…

For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the constraint matrix. We develop reduced compact representations of…

We present an efficient quasi-Newton orbital solver optimized to reduce the number of gradient (Fock matrix) evaluations. The solver optimizes orthogonal orbitals by sequences of unitary rotations generated by the (preconditioned)…

We develop and analyze a broad family of stochastic/randomized algorithms for inverting a matrix. We also develop specialized variants maintaining symmetry or positive definiteness of the iterates. All methods in the family converge…

We introduce some new proximal quasi-Newton methods for unconstrained multiobjective optimization problems (in short, UMOP), where each objective function is the sum of a twice continuously differentiable strongly convex function and a…

Quasi-Newton methods are well known techniques for large-scale numerical optimization. They use an approximation of the Hessian in optimization problems or the Jacobian in system of nonlinear equations. In the Interior Point context,…

We consider the problem of how to learn a step-size policy for the Limited-Memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithm. This is a limited computational memory quasi-Newton method widely used for deterministic unconstrained…

Compact representations of objects is a common concept in computer science. Automated planning can be viewed as a case of this concept: a planning instance is a compact implicit representation of a graph and the problem is to find a path (a…

In this paper we proposed quasi-Newton and limited memory quasi-Newton methods for objective functions defined on Grassmannians or a product of Grassmannians. Specifically we defined BFGS and L-BFGS updates in local and global coordinates…

We consider the problem of attaining either the maximal increase or reduction of the robustness of a complex network by means of a bounded modification of a subset of the edge weights. We propose two novel strategies combining Krylov…

We consider a family of dense initializations for limited-memory quasi-Newton methods. The proposed initialization exploits an eigendecomposition-based separation of the full space into two complementary subspaces, assigning a different…

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

The quasi-Newton equation is the very basis of a variety of the quasi-Newton methods. By using a relationship formula between nonlinear polynomial equations and the corresponding Jacobian matrix. presented recently by the present author, we…

We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by generalizing three components of BFGS to subdifferentials: the…

We propose a Riemannian limited-memory BFGS method for optimization problems with Euclidean bounds. The method combines a limited-memory quasi-Newton update in the tangent space with a Riemannian adaptation of the generalized Cauchy point…