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math.OC2014
Network Newton
Aryan Mokhtari, Qing Ling, Alejandro Ribeiro
We consider minimization of a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only co…
math.OC2014★ 131 cited
Global Convergence of Online Limited Memory BFGS
Aryan Mokhtari, Alejandro Ribeiro
Global convergence of an online (stochastic) limited memory version of the Broyden-Fletcher- Goldfarb-Shanno (BFGS) quasi-Newton method for solving optimization problems with stoch…