Quasi-Newton Methods
Overview
Quasi-Newton methods use changes in gradients to build or update an approximation to the Hessian or its inverse, aiming for faster convergence than first-order methods at lower cost than exact Newton steps. Common families include BFGS, limited-memory L-BFGS, and Broyden methods, often combined with line searches, trust regions, or safeguards that control conditioning. Current work applies these methods to settings such as physics-informed neural networks, large neural models, and differentiable constrained optimization, where memory-efficient and GPU-friendly curvature estimates are important. A central tension is that curvature can improve optimization, especially on ill-conditioned problems, but its cost, stability, and relationship to generalization remain challenging in large nonconvex models.
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