A globally convergent incremental Newton method

Author:

Gürbüzbalaban M.,Ozdaglar A.,Parrilo P.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference37 articles.

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2. Bertsekas, D.: A new class of incremental gradient methods for least squares problems. SIAM J. Optim. 7(4), 913–926 (1997)

3. Bertsekas, D.: Nonlinear Programming. Athena Scientific, United States (1999)

4. Bertsekas, D.: Incremental gradient, subgradient, and proximal methods for convex optimization: a survey. Optim. Mach. Learn. 2010, 1–38 (2011)

5. Bertsekas, D.: Convex Optimization Algorithms. Athena Scientific, United States (2015)

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