yt 2
High-probabilitycomplexityguaranteesfornonconvex minimaxproblems
To this end, high-probability guarantees have been considered in the literature [35, 64, 20, 32, 22]. These results allow to control the risk associated with the worst-case tail events as theyspecify howmanyiterations would be sufficient toensureG(xk,yk) issufficiently small foranygivenfailure probability q (0,1).
Non-asymptoticGlobalConvergenceAnalysisofBFGS withtheArmijo-WolfeLineSearch
We also establish a global superlinear convergence rate ofO((1t)t).