collaborators

1 paper

math.OC2022

A Novel Fast Exact Subproblem Solver for Stochastic Quasi-Newton Cubic Regularized Optimization

Jarad Forristal, Joshua Griffin, Wenwen Zhou +1

In this work we describe an Adaptive Regularization using Cubics (ARC) method for large-scale nonconvex unconstrained optimization using Limited-memory Quasi-Newton (LQN) matrices.…