DRSOM: A Dimension Reduced Second-Order Method

In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while using only curvature information in a few directions. Consequent...

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Hauptverfasser:	Zhang, Chuwen, Ge, Dongdong, He, Chang, Jiang, Bo, Jiang, Yuntian, Ye, Yinyu
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Mathematics - Optimization and Control
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