A globally convergent incremental Newton method

Mert Gürbüzbalaban; Asuman Ozdaglar; Pablo A. Parrilo

doi:10.1007/s10107-015-0897-y

Publications · Journal article · Math. Program. 2015

A globally convergent incremental Newton method

Mert Gürbüzbalaban, Asuman Ozdaglar, Pablo A. Parrilo

Mathematical Programming, 151(1), pp. 283–313, 2015.

Publisher (DOI)

Topics

Incremental methods & data ordering

Cite

@article{gurbuzbalaban2015newton,
  title   = {A globally convergent incremental Newton method},
  author  = {Mert Gürbüzbalaban and Asuman Ozdaglar and Pablo A. Parrilo},
  year    = {2015},
  journal = {Mathematical Programming},
  volume  = {151(1)},
  pages   = {283--313},
  doi     = {10.1007/s10107-015-0897-y},
}

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Surpassing gradient descent provably: a cyclic incremental method with linear convergence rate (SIAM J. Optim., 2018)

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