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Improved Gradient Complexity for Quasi-Newton Proximal Extragradient Methods via Certified Curvature Reuse

Mokhtari, Aryan et al.
arXiv (All) · Papers
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optimization-and-control
We study how curvature estimated from gradient differences can accelerate proximal-extragradient quasi-Newton methods. Existing global guarantees for QNPE, A-QNPE, and OL-OQN learn Hessian approximations online and incur dimension dependence through regret bounds. We introduce certified curvature re
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