Open AccessNewton-MR: Inexact Newton Method with minimum residual sub-problem solver
Author(s) -
Fred Roosta,
Yang Liu,
Peng Xu,
Michael W. Mahoney
Publication year - 2022
Publication title -
euro journal on computational optimization
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2192-4414
pISSN - 2192-4406
DOI - 10.1016/j.ejco.2022.100035
Subject(s) - hessian matrix , lipschitz continuity , newton's method , quasi newton method , mathematics , convexity , local convergence , convergence (economics) , newton fractal , solver , residual , newton's method in optimization , mathematical optimization , mathematical analysis , iterative method , algorithm , nonlinear system , physics , quantum mechanics , financial economics , economics , economic growth
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