Powered by OpenAIRE graph
Found an issue? Give us feedback
addClaim

Globally Convergent Quasi-Newton-Type Methods and Their Applications in Convex Minimization, Federated Learning and Variational Inequalities

Authors: Agafonov, Artem;

Globally Convergent Quasi-Newton-Type Methods and Their Applications in Convex Minimization, Federated Learning and Variational Inequalities

Abstract

Second-order methods are widely recognized for their rapid convergence; however, this advantage comes at the cost of computing and inverting full Hessians, which becomes impractical at scale. Quasi-Newton (QN) methods address this limitation by using it- erative Hessian approximations, combining strong practical performance with superlin- ear local convergence guarantees. This thesis develops globally convergent Quasi-Newton frameworks that preserve the efficiency of QN updates while providing non-asymptotic global convergence guarantees in convex optimization, variational inequalities, and feder- ated learning. Chapter 2 introduces cubic regularization as a globalization mechanism for Quasi- Newton methods. We analyze inexact second-order models in which the true Hessian is replaced by a QN approximation. By coupling classical limited-memory updates such as L-BFGS with cubic regularization, we obtain global convergence with worst-case iteration complexity matching gradient descent, while approaching the behavior of cubically regu- larized Newton steps when the approximation is accurate. We also propose an efficient algorithm for solving the resulting cubic-regularized subproblem. Chapter 3 proposes the Cubically Enhanced Quasi-Newton (CEQN) step: an explicit stepsize for standard QN directions derived from a cubically regularized model with regu- larization measured in the Hessian approximation norm. CEQN preserves the QN direction while adapting its stepsize to model accuracy, yielding non-asymptotic global convergence in the convex setting. An adaptive variant further modulates the stepsize based on local curvature and approximation error. Chapter 4 develops VIQA, a QN method for solving monotone variational inequali- ties. Jacobians are approximated via low-rank Broyden-type updates, and the resulting subproblems are solved efficiently using Woodbury identities. Under standard smoothness assumptions, we obtain sublinear global convergence rates and identify a verifiable inex- actness condition under which VIQA matches the iteration complexity of optimal exact second-order methods. Chapter 5 adapts QN methodology to Federated Learning. We employ Hessian sketch- ing and gradient compression to construct server-side QN updates that avoid storing dense matrices on devices, reduce communication overhead, and retain convergence under real- istic data heterogeneity. Overall, the thesis advances a unified perspective: approximating second-order informa- tion via Quasi-Newton updates combined with globalization mechanisms yields robust per- formance even from poor initializations. Experiments across multiple benchmarks demon- strate the practical effectiveness of the proposed algorithms, while the theoretical results provide global convergence guarantees.

Keywords

Machine Learning

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!