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New Q-Newton's method meets Backtracking line search: good convergence guarantee, saddle points avoidance, quadratic rate of convergence, and easy implementation.
Tuyen Trung Truong
Published in:
CoRR (2021)
Keyphrases
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line search
convergence rate
objective function
optimization algorithm
step size
quadratic programming
pairwise
global convergence
primal dual
least squares
denoising
linear programming
model selection
faster convergence
particle swarm optimisation
newton method