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

被引:0
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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
基金
中国国家自然科学基金;
关键词
Matrix algebra - Regression analysis - Adaptive algorithms - Optimization;
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