Peng Xu

most citedSub-sampled Newton Methods with Non-uniform Sampling

69 citations · 69 across the 1 of their papers we have counts for

collaborators

2 papers

math.OC2018

Inexact Non-Convex Newton-Type Methods

Zhewei Yao, Peng Xu, Farbod Roosta-Khorasani +1

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate vario…

math.OC2016★ 69 cited

Sub-sampled Newton Methods with Non-uniform Sampling

Peng Xu, Jiyan Yang, Farbod Roosta-Khorasani +2

We consider the problem of finding the minimizer of a convex function $F : R^{d} \to R$ of the form $F (w) := \sum_{i = 1}^{n} f_{i} (w) + R (w)$ where a low-rank facto…