In this paper, we propose an accelerated quasi-Newton proximal extragradient (A-QPNE) method for solving unconstrained smooth convex optimization problems. With access only to the gradients of the objective, we prove that our method can achieve a convergence rate of ${O}\bigl(\min\{\frac{1}{k^2}, \frac{\sqrt{d\log k}}{k^{2.5}}\}\bigr)$, where $d$ is the problem dimension and $k$ is the number of iterations. In particular, in the regime where $k = {O}(d)$, our method matches the optimal rate of ${O}(\frac{1}{k^2})$ by Nesterov's accelerated gradient (NAG). Moreover, in the the regime where $k = \Omega(d \log d)$, it outperforms NAG and converges at a faster rate of ${O}\bigl(\frac{\sqrt{d\log k}}{k^{2.5}}\bigr)$. To the best of our knowledge, this result is the first to demonstrate a provable gain of a quasi-Newton-type method over NAG in the convex setting. To achieve such results, we build our method on a recent variant of the Monteiro-Svaiter acceleration framework and adopt an online learning perspective to update the Hessian approximation matrices, in which we relate the convergence rate of our method to the dynamic regret of a specific online convex optimization problem in the space of matrices.

本文提出了一种加速的拟牛顿近端外推（A-QPNE）算法来解决无约束光滑凸优化问题，证明了该方法能够实现收敛速度，并且通过蒙特罗-斯维特加速框架的变种来构建这个方法，并采用在线学习方法更新Hessian矩阵的近似，这个方法在一定范围内是优于NAG算法的.

加速拟牛顿近端外推算法：用于平滑凸优化的更快速率