Abstract We define a type of modulus$$\operatorname {dMod}_p$$ for Lipschitz surfaces based on$$L^p$$ -integrable measurable differential forms, generalizing the vector modulus of Aikawa and Ohtsuka. We show that this modulus satisfies a homological duality theorem, where for Hölder conjugate exponents$$p, q \in (1, \infty )$$ , every relative Lipschitzk-homology classchas a unique dual Lipschitz$$(n-k)$$ -homology class$$c'$$ such that$$\operatorname {dMod}_p^{1/p}(c) \operatorname {dMod}_q^{1/q}(c') = 1$$ and the Poincaré dual ofcmaps$$c'$$ to 1. As$$\operatorname {dMod}_p$$ is larger than the classical surface modulus$$\operatorname {Mod}_p$$ , we immediately recover a more general version of the estimate$$\operatorname {Mod}_p^{1/p}(c) \operatorname {Mod}_q^{1/q}(c') \le 1$$ , which appears in works by Freedman and He and by Lohvansuu. Our theory is formulated in the general setting of Lipschitz Riemannian manifolds, though our results appear new in the smooth setting as well. We also provide a characterization of closed and exact Sobolev forms on Lipschitz manifolds based on integration over Lipschitzk-chains.
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Non-asymptotic superlinear convergence of standard quasi-Newton methods
Abstract In this paper, we study and prove the non-asymptotic superlinear convergence rate of the Broyden class of quasi-Newton algorithms which includes the Davidon–Fletcher–Powell (DFP) method and the Broyden–Fletcher–Goldfarb–Shanno (BFGS) method. The asymptotic superlinear convergence rate of these quasi-Newton methods has been extensively studied in the literature, but their explicit finite–time local convergence rate is not fully investigated. In this paper, we provide a finite–time (non-asymptotic) convergence analysis for Broyden quasi-Newton algorithms under the assumptions that the objective function is strongly convex, its gradient is Lipschitz continuous, and its Hessian is Lipschitz continuous at the optimal solution. We show that in a local neighborhood of the optimal solution, the iterates generated by both DFP and BFGS converge to the optimal solution at a superlinear rate of$$(1/k)^{k/2}$$ , wherekis the number of iterations. We also prove a similar local superlinear convergence result holds for the case that the objective function is self-concordant. Numerical experiments on several datasets confirm our explicit convergence rate bounds. Our theoretical guarantee is one of the first results that provide a non-asymptotic superlinear convergence rate for quasi-Newton methods.
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- Award ID(s):
- 2007668
- PAR ID:
- 10371669
- Publisher / Repository:
- Springer Science + Business Media
- Date Published:
- Journal Name:
- Mathematical Programming
- Volume:
- 200
- Issue:
- 1
- ISSN:
- 0025-5610
- Page Range / eLocation ID:
- p. 425-473
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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