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math.OC2021
Inexact Newton-CG Algorithms With Complexity Guarantees
Zhewei Yao, Peng Xu, Fred Roosta +2
We consider variants of a recently-developed Newton-CG algorithm for nonconvex problems \citep{royer2018newton} in which inexact estimates of the gradient and the Hessian informati…
math.OC2021★ 6 cited
Newton-LESS: Sparsification without Trade-offs for the Sketched Newton Update
Michał Dereziński, Jonathan Lacotte, Mert Pilanci +1
In second-order optimization, a potential bottleneck can be computing the Hessian matrix of the optimized function at every iteration. Randomized sketching has emerged as a powerfu…