Sketched Newton--Raphson
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Publication:5093644
DOI10.1137/21M139788XzbMath1496.90112arXiv2006.12120OpenAlexW3035938142MaRDI QIDQ5093644
Alessandro Lazaric, Rui Yuan, Robert M. Gower
Publication date: 29 July 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.12120
Analysis of algorithms (68W40) Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53) Stochastic approximation (62L20) Random matrices (algebraic aspects) (15B52) Complexity and performance of numerical algorithms (65Y20) Randomized algorithms (68W20) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)
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