Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence (Q2967608)

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Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence
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    Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence (English)
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    1 March 2017
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    convex optimization
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    large-scale problems
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    Newton's method
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    random projection
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    randomized algorithms
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    random matrices
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    self-concordant functions
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    interior point method
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