经典拟牛顿方法超线性收敛的新结果
最优化与控制
2021-06-02 v3
摘要
我们给出了凸Broyden类中经典拟牛顿方法局部超线性收敛的新理论分析。据此,我们显著改进了当前已知的这些方法收敛速率估计。特别地,我们证明了相应的Broyden-Fletcher-Goldfarb-Shanno方法的速率仅依赖于问题维数与条件数对数之乘积。
引用
@article{arxiv.2004.14866,
title = {New Results on Superlinear Convergence of Classical Quasi-Newton Methods},
author = {Anton Rodomanov and Yurii Nesterov},
journal= {arXiv preprint arXiv:2004.14866},
year = {2021}
}
备注
J Optim Theory Appl (2021). arXiv admin note: text overlap with arXiv:2003.09174