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Non-asymptotic superlinear convergence of standard quasi-Newton methods
In this paper, we study and prove the non-asymptotic superlinear convergence rate of the Broyden class of quasi-Newton algorithms which includes the...
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On the Rate of Convergence of the Difference-of-Convex Algorithm (DCA)
In this paper, we study the non-asymptotic convergence rate of the DCA (difference-of-convex algorithm), also known as the convex–concave procedure,...
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The exact worst-case convergence rate of the alternating direction method of multipliers
Recently, semidefinite programming performance estimation has been employed as a strong tool for the worst-case performance analysis of first order...
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On Stein’s lemma in hypotheses testing in general non-asymptotic case
The problem of testing two simple hypotheses in a general probability space is considered. For a fixed type-I error probability, the best exponential...
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Towards explicit superlinear convergence rate for SR1
We study the convergence rate of the famous Symmetric Rank-1 (SR1) algorithm, which has wide applications in different scenarios. Although it has...
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On the rate of convergence in homogenization of time-fractional Hamilton–Jacobi equations
Here, we consider periodic homogenization for time-fractional Hamilton–Jacobi equations. By using the perturbed test function method, we establish...
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Convergence rate of LQG mean field games with common noise
This paper focuses on exploring the convergence properties of a generic player’s trajectory and empirical measures in an N -player...
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The convergence rate of solutions in chemotaxis models with density-suppressed motility and logistic source
This paper is concerned with a class of parabolic-elliptic chemotaxis models with density-suppressed motility and general logistic source in an n -dime...
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Asymptotic convergence analysis and influence of initial guesses on composite Anderson acceleration
Although Anderson acceleration AA(m) has been widely used to speed up nonlinear solvers, most authors are simply using and studying the stationary...
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A Convergence Rate for Extended-Source Internal DLA in the Plane
Internal DLA (IDLA) is an internal aggregation model in which particles perform random walks from the origin, in turn, and stop upon reaching an...
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Rate of Convergence in the Smoluchowski-Kramers Approximation for Mean-field Stochastic Differential Equations
In this paper we study a second-order mean-field stochastic differential systems describing the movement of a particle under the influence of a...
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Convergence to Sharp Traveling Waves of Solutions for Burgers-Fisher-KPP Equations with Degenerate Diffusion
This paper is concerned with the convergence to sharp traveling waves of solutions with semi-compactly supported initial data for Burgers-Fisher-KPP...
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A closed-form bound on the asymptotic linear convergence of iterative methods via fixed point analysis
In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with...
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On the Quadratic Convergence of Newton’s Method for Mean Field Games with Non-separable Hamiltonian
We analyze asymptotic convergence properties of Newton’s method for a class of evolutive Mean Field Games systems with non-separable Hamiltonian...
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Almost Sure Convergence of Quantile-Based Estimators
Here, we investigate in more detail the quantile-based problem, cf. (1.11), especially the so far unexamined almost sure convergence, cf. Table 1.2....
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On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions
Most machine learning methods can be regarded as the minimization of an unavailable risk function. To optimize the latter, with samples provided in a...
