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August 22, 2026Mathematical ProgrammingOpen Access

Online learning guided quasi-Newton methods with global non-asymptotic convergence

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Authors

RJRuichen JiangBeijing University of Chinese MedicineAMAryan MokhtariGoogle (United States)

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Implication

Theoretical analysis demonstrates global non-asymptotic convergence in quasi-Newton optimization, revealing faster convergence than standard extragradient methods without Jacobian queries.

Key Points

  • To establish a quasi-Newton optimization method for smooth, monotone nonlinear equations that achieves provable global non-asymptotic convergence without querying the Jacobian matrix.
  • Combined the hybrid proximal extragradient framework with an online convex optimization formulation over non-symmetric matrices to guide Jacobian approximation updates.
  • Formulated a specialized online learning algorithm using an approximate separation oracle to preserve structural properties like symmetry and sparsity in Jacobian matrices.
  • Achieved a linear convergence rate and an explicit global superlinear rate surpassing linear convergence within O(d) iterations for strongly monotone settings.
  • Established a global convergence rate of O(min{1/k, sqrt(d)/k^1.25}) for the duality gap in monotone settings, provably exceeding the extragradient method when k = Omega(d^2).

Cite This Study

Jiang et al. (2026) studied this question.

synapsesocial.com/papers/6a895e6bca7ade938187c7efhttps://doi.org/10.1007/s10107-026-02396-4
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Also Consider

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  1. 1A novel adaptive quasi-Newton-type update and its global convergence without Lipschitz condition for constrained system of nonlinear monotone equations2026
  2. 2Incremental Quasi-Newton Methods with Faster Superlinear Convergence Rates2024
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  5. 5On finite termination of quasi-Newton methods on quadratic problems2024