拟牛顿法的最新进展

2023.10.31

投稿:龚惠英部门:理学院浏览次数:

活动信息

报告题目 (Title):Recent Advances in Quasi-Newton Methods (拟牛顿法的最新进展)

报告人 (Speaker):罗络 副研究员(复旦大学大数据学院)

报告时间 (Time):2023年11月7日 (周二) 16:20

报告地点 (Place):校本部GJ303

邀请人(Inviter):徐姿 教授

主办部门:理学院数学系

报告摘要:We introduce symmetric rank-$k$ methods for convex optimization to demonstrate that block quasi-Newton methods have provably faster convergence rates compared to ordinary quasi-Newton methods. We also present block Broyden's methods and square quasi-Newton methods for solving general nonlinear equations with improved convergence. For specific minimax problems, we design partial quasi-Newton methods that leverage the unbalanced dimensionality, which results in complexity matching the cost for convex minimizing problems.