Suvendu Pattanaik This paper studies the convergence of a Nesterov accelerated variant of the Broyden-Fletcher-Goldfarb-Shanno (NA-BFGS) quasi-Newton method in the setting where the objective function is strongly convex, its gradient is Lipschitz continuous, and its Hessian is Lipschitz continuous at the optimal point. We demonstrate that similar to the classic BFGS method, the Nesterov accelerated BFGS method … Read more
The Douglas-Rachford algorithm is a classical and a successful method for solving the feasibility problems. Here, we provide a region for global convergence of the algorithm for the feasibility problem involving a disc and a circle in the Euclidean space of dimension two. Citation1. Borwein, J.M., Sims, B.: The Douglas-Rachford algorithm in the absence of … Read more
In this paper, we show that for a large class of optimization problems, the Lagrange multiplier rule can be derived from the so-called approximate multiplier rule. In establishing the link between the approximate and the exact multiplier rule we first derive an approximate multiplier rule for a very general class of optimization problems using the … Read more