Parallel Stochastic Newton Method

DOI10.4208/JCM.1708-M2017-0113zbMath1413.65247arXiv1705.02005OpenAlexW2964091059MaRDI QIDQ4688182

Peter Richtárik, Mojmir Mutny

Publication date: 22 October 2018

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.02005

zbMATH Keywords

optimizationNewton's methodstochastic algorithmsparallel methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Parallel numerical computation (65Y05)

Related Items (3)

Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory ⋮ Use of projective coordinate descent in the Fekete problem ⋮ On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization

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