Stochastic regularized Newton methods for nonlinear equations

DOI10.1007/S10915-023-02099-4MaRDI QIDQ6158978zbMATH OpenFDO

Authors Jiani Wang, Xiao Wang, Liwei Zhang

Publication date 20 June 2023

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

Full work available at URL https://doi.org/10.1007/S10915-023-02099-4

zbMATH Keywords

convergence rateglobal convergencenonlinear equationssample complexitystochastic approximation

Mathematics Subject Classification ID

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

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Cited in

(8)

• Stochastic regularization for transport equations
• Analytic regularity and stochastic collocation of high-dimensional Newton iterates
• Sketched Newton-Raphson
• Hessian averaging in stochastic Newton methods achieves superlinear convergence
• The regularized stochastic Nesterov's accelerated quasi-Newton method with applications
• Inexact Gauss-Newton methods with matrix approximation by sampling for nonlinear least-squares and systems
• Convergence of a stochastic variance reduced Levenberg-Marquardt method
• Randomized Newton-Raphson

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