Adaptive Newton Sketch: Linear-time Optimization with Quadratic Convergence and Effective Hessian Dimensionality.
Jonathan LacotteYifei WangMert PilanciPublished in: CoRR (2021)
Keyphrases
- optimization problems
- optimization algorithm
- objective function
- computational complexity
- globally convergent
- pairwise
- global optimization
- optimization method
- evolutionary multiobjective
- quasi newton
- line search
- global convergence
- semidefinite
- faster convergence
- constrained optimization
- high dimensionality
- neural network
- dimensionality reduction
- cost function
- high dimensional
- high quality
- genetic algorithm