Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions
Author:
Affiliation:
1. Department of Industrial Engineering and Operations Research, Columbia University, New York, NY, USA
Funder
National Science Foundation (NSF)
Publisher
Informa UK Limited
Subject
Applied Mathematics,Control and Optimization,Software
Link
https://www.tandfonline.com/doi/pdf/10.1080/10556788.2018.1510927
Reference18 articles.
1. Quasi-Newton methods and their application to function minimisation
2. A Stochastic Quasi-Newton Method for Large-Scale Optimization
3. Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
4. LIBSVM
5. A characterization of superlinear convergence and its application to quasi-Newton methods
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