Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence (Q2967608)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence |
scientific article |
Statements
Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence (English)
0 references
1 March 2017
0 references
convex optimization
0 references
large-scale problems
0 references
Newton's method
0 references
random projection
0 references
randomized algorithms
0 references
random matrices
0 references
self-concordant functions
0 references
interior point method
0 references
0 references
0 references
