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

Aryan Mokhtari Mark Eisen Alejandro Ribeiro

Published in: CoRR (2017)

Keyphrases

convergence rate
quasi newton method
step size
quasi newton
learning rate
convergence speed
limited memory
objective function
gradient method
global convergence
primal dual
convergence analysis
real time
global optimum
special case
computational complexity
data streams
support vector