A globally convergent incremental Newton method

DOI10.1007/S10107-015-0897-YzbMath1316.49033arXiv1410.5284OpenAlexW2010315937MaRDI QIDQ2349125

Pablo A. Parrilo, Mert Gürbüzbalaban, Asuman Ozdaglar

Publication date: 19 June 2015

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.5284

zbMATH Keywords

convex optimizationNewton methodGauss-Newton methodincremental methodsstrong convexityEKF algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Newton-type methods (49M15)

Related Items (7)

Sketched Newton--Raphson ⋮ Accelerating incremental gradient optimization with curvature information ⋮ A framework for parallel second order incremental optimization algorithms for solving partially separable problems ⋮ On the linear convergence of the stochastic gradient method with constant step-size ⋮ Convergence Rate of Incremental Gradient and Incremental Newton Methods ⋮ Splitting proximal with penalization schemes for additive convex hierarchical minimization problems ⋮ On the Convergence Rate of Incremental Aggregated Gradient Algorithms

Uses Software

• SGD-QN
• AdaGrad
• Saga

Cites Work

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