Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence (Q2967608)
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scientific article; zbMATH DE number 6690582
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| English | Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence |
scientific article; zbMATH DE number 6690582 |
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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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0.89115584
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0.88089466
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0.8744315
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0.86952883
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0.86950123
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0.8680322
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0.8656818
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0.8640034
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