منابع مشابه
A Parallel Inexact Newton Method for Stochastic Programs with Recourse
A parallel inexact Newton method with a line search is proposed for two-stage quadratic stochastic programs with recourse. A lattice rule is used for the numerical evaluation of multi-dimensional integrals, and a parallel iterative method is used to solve the quadratic programming subproblems. Although the objective only has a locally Lipschitz gradient, global convergence and local superlinear...
متن کاملA Variance Reduced Stochastic Newton Method
Quasi-Newton methods are widely used in practise for convex loss minimization problems. These methods exhibit good empirical performance on a wide variety of tasks and enjoy super-linear convergence to the optimal solution. For largescale learning problems, stochastic Quasi-Newton methods have been recently proposed. However, these typically only achieve sub-linear convergence rates and have no...
متن کاملGlobal Newton Method for stochastic games
The Global Newton Method for games in normal form and in extensive form is shown to have a natural extension to computing Markov-perfect equilibria of stochastic games. GLOBAL NEWTON METHOD FOR STOCHASTIC GAMES SRIHARI GOVINDAN AND ROBERT WILSON Abstract. The Global Newton Method for games in normal form and in extensive form is shown to have a natural extension to computing Markov-perfect equi...
متن کاملStochastic Variance-Reduced Cubic Regularized Newton Method
We propose a stochastic variance-reduced cubic regularized Newton method for non-convex optimization. At the core of our algorithm is a novel semi-stochastic gradient along with a semi-stochastic Hessian, which are specifically designed for cubic regularization method. We show that our algorithm is guaranteed to converge to an ( , √ )-approximately local minimum within Õ(n/ ) second-order oracl...
متن کاملParallel Interval Newton Method on CUDA
In this paper we discuss a parallel variant of the interval Newton method for root finding of non linear continuously differentiable functions on the CUDA architecture. For this purpose we have investigated different dynamic load balancing methods to get an evenly balanced workload during the parallel computation. We tested the functionality, correctness and performance of our implementation in...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational Mathematics
سال: 2018
ISSN: 0254-9409,1991-7139
DOI: 10.4208/jcm.1708-m2017-0113