论文标题
关于经典准牛顿方法的超线性收敛的新结果
New Results on Superlinear Convergence of Classical Quasi-Newton Methods
论文作者
论文摘要
我们对凸broyden类的经典准牛顿方法的局部超线性融合进行了新的理论分析。结果，我们在这些方法的收敛速率的当前已知估计值中得到了显着改善。特别是，我们表明，Broyden-Fletcher-Goldfarb-Shanno方法的相应速率仅取决于问题的维度和其状况数的对数的乘积。
We present a new theoretical analysis of local superlinear convergence of classical quasi-Newton methods from the convex Broyden class. As a result, we obtain a significant improvement in the currently known estimates of the convergence rates for these methods. In particular, we show that the corresponding rate of the Broyden-Fletcher-Goldfarb-Shanno method depends only on the product of the dimensionality of the problem and the logarithm of its condition number.
