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Rates of superlinear convergence for classical quasi-Newton methods |
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| Authors: | Rodomanov Anton Nesterov Yurii |
| Affiliation: | 1.Institute of Information and Communication Technologies, Electronics and Applied Mathematics, Catholic University of Louvain, Louvain-la-Neuve, Belgium ;2.Center for Operations Research and Econometrics, Catholic University of Louvain, Louvain-la-Neuve, Belgium ; |
| Abstract: | Mathematical Programming - We study the local convergence of classical quasi-Newton methods for nonlinear optimization. Although it was well established a long time ago that asymptotically these... |
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