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

2 Feb 2017Aryan MokhtariMark EisenAlejandro Ribeiro

The problem of minimizing an objective that can be written as the sum of a set of $n$ smooth and strongly convex functions is considered. The Incremental Quasi-Newton (IQN) method proposed here belongs to the family of stochastic and incremental methods that have a cost per iteration independent of $n$... (read more)

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