Stochastic regularized Newton methods for nonlinear equations

DOI10.1007/S10915-023-02099-4zbMATH Open1519.90141MaRDI QIDQ6158978FDOQ6158978

Authors: Jiani Wang, Xiao Wang, Liwei Zhang 

Publication date: 20 June 2023

Published in: Journal of Scientific Computing (Search for Journal in Brave)

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zbMATH Keywords

global convergencestochastic approximationconvergence ratenonlinear equationssample complexity

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Stochastic programming (90C15)

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Cited In (6)

• Hessian averaging in stochastic Newton methods achieves superlinear convergence
• The regularized stochastic Nesterov's accelerated quasi-Newton method with applications
• Sketched Newton-Raphson
• Stochastic regularization for transport equations
• Analytic regularity and stochastic collocation of high-dimensional Newton iterates
• Randomized Newton-Raphson

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