相关论文: Sharpened Lazy Incremental Quasi-Newton Method

We propose a sequential quadratic programming (SQP) algorithm for inequality constrained optimization that is robust to the presence of bounded noise in function and derivative evaluations. We cover the case where constraint evaluations…

In this paper, we study and prove the non-asymptotic superlinear convergence rate of the Broyden class of quasi-Newton algorithms which includes the Davidon--Fletcher--Powell (DFP) method and the Broyden--Fletcher--Goldfarb--Shanno (BFGS)…

We consider online statistical inference of constrained stochastic nonlinear optimization problems. We apply the Stochastic Sequential Quadratic Programming (StoSQP) method to solve these problems, which can be regarded as applying…

In the era of large language models (LLMs), weight-activation quantization helps fit models on edge device by reducing memory and compute bit-widths. However, three challenges persist for energy constrained hardware: (1) even after…

Reinforcement learning (RL) has seen significant research and application results but often requires large amounts of training data. This paper proposes two data-efficient off-policy RL methods that use parametrized Q-learning. In these…

In this paper, we study convergence rates of the cubic regularized proximal quasi-Newton method (\csr) for solving non-smooth additive composite problems that satisfy the so-called Kurdyka-\L ojasiewicz (K\L ) property with respect to some…

We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…

We analyze Newton's method with lazy Hessian updates for solving general possibly non-convex optimization problems. We propose to reuse a previously seen Hessian for several iterations while computing new gradients at each step of the…

In this paper, we study structured quasi-Newton methods for optimization problems with orthogonality constraints. Note that the Riemannian Hessian of the objective function requires both the Euclidean Hessian and the Euclidean gradient. In…

Optimizing deformation energies over a mesh, in two or three dimensions, is a common and critical problem in physical simulation and geometry processing. We present three new improvements to the state of the art: a barrier-aware line-search…

Maximum entropy inference and learning of graphical models are pivotal tasks in learning theory and optimization. This work extends algorithms for these problems, including generalized iterative scaling (GIS) and gradient descent (GD), to…

Optimization techniques in deep learning are predominantly led by first-order gradient methodologies, such as SGD. However, neural network training can greatly benefit from the rapid convergence characteristics of second-order optimization.…

We propose a new algorithm for minimizing regularized empirical loss: Stochastic Dual Newton Ascent (SDNA). Our method is dual in nature: in each iteration we update a random subset of the dual variables. However, unlike existing methods…

We introduce the decentralized Broyden-Fletcher-Goldfarb-Shanno (D-BFGS) method as a variation of the BFGS quasi-Newton method for solving decentralized optimization problems. The D-BFGS method is of interest in problems that are not well…

A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…

We introduce an inertial quasi-Newton Forward-Backward Splitting Algorithm to solve a class of monotone inclusion problems. While the inertial step is computationally cheap, in general, the bottleneck is the evaluation of the resolvent…

Designing efficient quasi-Newton methods is an important problem in nonlinear optimization and the solution of systems of nonlinear equations. From the perspective of the matrix approximation process, this paper presents a unified framework…

Deep neural networks (DNNs) can be made hardware-efficient by reducing the numerical precision of the weights and activations of the network and by improving the network's resilience to noise. However, this gain in efficiency often comes at…

This paper studies quasi-Newton methods for solving strongly-convex-strongly-concave saddle point problems (SPP). We propose greedy and random Broyden family updates for SPP, which have explicit local superlinear convergence rate of…

This work focuses on developing and motivating a stochastic version of a wellknown inverse problem methodology. Specifically, we consider the iteratively regularized Gauss-Newton method, originally proposed by Bakushinskii for…