Accelerating Adaptive Cubic Regularization of Newton's Method via Random Sampling

被引：0
|
作者：
Chen, Xi [1 ]
Jiang, Bo [2 ]
Lin, Tianyi [3 ]
Zhang, Shuzhong [4 ]
机构：
[1] Stern School of Business, New York University, New York,NY,10012, United States
[2] Research Institute for Interdisciplinary Sciences, School of Information Management and Engineering, Shanghai University of Finance and Economics, Shanghai,200433, China
[3] Department of Electrial Engineering and Computer Science, University of California Berkeley, Berkeley,CA,94720, United States
[4] Department of Industrial and Systems Engineering, University of Minnesota, Minneapolis,MN,55455, United States
来源：
Journal of Machine Learning Research | 2022年 / 23卷
基金：
中国国家自然科学基金;
关键词：
Matrix algebra - Regression analysis - Adaptive algorithms - Optimization;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [1] Accelerating Adaptive Cubic Regularization of Newton's Method via Random Sampling
    Chen, Xi
    Jiang, Bo
    Lin, Tianyi
    Zhang, Shuzhong
    JOURNAL OF MACHINE LEARNING RESEARCH, 2022, 23
  • [2] Accelerating the cubic regularization of Newton’s method on convex problems
    Yu. Nesterov
    Mathematical Programming, 2008, 112 : 159 - 181
  • [3] Accelerating the cubic regularization of Newton's method on convex problems
    Nesterov, Yu.
    MATHEMATICAL PROGRAMMING, 2008, 112 (01) : 159 - 181
  • [4] A cubic regularization of Newton's method with finite difference Hessian approximations
    Grapiglia, G. N.
    Goncalves, M. L. N.
    Silva, G. N.
    NUMERICAL ALGORITHMS, 2022, 90 (02) : 607 - 630
  • [5] A cubic regularization of Newton’s method with finite difference Hessian approximations
    G. N. Grapiglia
    M. L. N. Gonçalves
    G. N. Silva
    Numerical Algorithms, 2022, 90 : 607 - 630
  • [6] Cubic regularization of Newton method and its global performance
    Yurii Nesterov
    B.T. Polyak
    Mathematical Programming, 2006, 108 : 177 - 205
  • [7] Cubic regularization of Newton method and its global performance
    Nesterov, Yurii
    Polyak, B. T.
    MATHEMATICAL PROGRAMMING, 2006, 108 (01) : 177 - 205
  • [8] Minimizing Uniformly Convex Functions by Cubic Regularization of Newton Method
    Doikov, Nikita
    Nesterov, Yurii
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2021, 189 (01) : 317 - 339
  • [9] Minimizing Uniformly Convex Functions by Cubic Regularization of Newton Method
    Nikita Doikov
    Yurii Nesterov
    Journal of Optimization Theory and Applications, 2021, 189 : 317 - 339
  • [10] A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization
    Birgin, E. G.
    Martinez, J. M.
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2019, 73 (03) : 707 - 753
12345