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 accelerated quasi-newton proximal extragradient

Accelerated Quasi-Newton Proximal Extragradient: Faster Rate for Smooth Convex Optimization

Neural Information Processing Systems

In this paper, we propose an accelerated quasi-Newton proximal extragradient method for solving unconstrained smooth convex optimization problems. With access only to the gradients of the objective, we prove that our method can achieve a convergence rate of $\mathcal{O}\bigl(\min\\{\frac{1}{k^2}, \frac{\sqrt{d\log k}}{k^{2.5}}\\}\bigr)$,

  accelerated quasi-newton proximal extragradient, faster rate, smooth convex optimization, (8 more...)
  Technology: Information Technology > Artificial Intelligence (0.42)

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Accelerated Quasi-Newton Proximal Extragradient: Faster Rate for Smooth Convex Optimization

Neural Information Processing Systems

In this paper, we propose an accelerated quasi-Newton proximal extragradient method for solving unconstrained smooth convex optimization problems.

  accelerated quasi-newton proximal extragradient, mathcal, smooth convex optimization, (9 more...)
  Technology: Information Technology > Artificial Intelligence (0.46)

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