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math.OC2021
Computing the Newton-step faster than Hessian accumulation
Akshay Srinivasan, Emanuel Todorov
Computing the Newton-step of a generic function with decision variables takes flops. In this paper, we show that given the computational graph of the function, this bo…
math.OC2015★ 2 cited
Graphical Newton
Akshay Srinivasan, Emanuel Todorov
Computing the Newton step for a generic function takes flops. In this paper, we explore avenues for reducing this bound, when th…