Subsampled cubic regularization method for finite-sum minimization
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Cites work
- A cubic regularization of Newton's method with finite difference Hessian approximations
- A generalized worst-case complexity analysis for non-monotone line searches
- A Nonmonotone Line Search Technique for Newton’s Method
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
- Adaptive cubic regularization methods with dynamic inexact Hessian information and applications to finite-sum minimization
- Combining stochastic adaptive cubic regularization with negative curvature for nonconvex optimization
- Cubic regularization of Newton method and its global performance
- scientific article; zbMATH DE number 1049347 (Why is no real title available?)
- Inexact restoration with subsampled trust-region methods for finite-sum minimization
- LSOS: Line-search second-order stochastic optimization methods for nonconvex finite sums
- On the complexity of steepest descent, Newton's and regularized Newton's methods for nonconvex unconstrained optimization problems
- On the use of iterative methods in cubic regularization for unconstrained optimization
- Stochastic analysis of an adaptive cubic regularization method under inexact gradient evaluations and dynamic Hessian accuracy
- Subsampled inexact Newton methods for minimizing large sums of convex functions
- Subsampled nonmonotone spectral gradient methods
- Two-Point Step Size Gradient Methods
- Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
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