IQN: An Incremental Quasi-Newton Method with Local Superlinear Convergence Rate.

Aryan Mokhtari Mark Eisen Alejandro Ribeiro

Published in: SIAM J. Optim. (2018)

Keyphrases

convergence rate
quasi newton method
step size
quasi newton
convergence speed
objective function
learning rate
limited memory
primal dual
gradient method
global convergence
numerical stability
real time
neural network
special case
faster convergence rate