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An asynchronous parallel newton method

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Abstract

A parallel Newton method is described for the minimization of a twice continuously differentiable uniformly convex functionF(x). The algorithm generates a sequence {x j } which converges superlinearly to the global minimizer ofF(x).

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References

  1. H. Fischer, “Automatic differentiation: How to compute the Hessian matrix,” Technical Report # 104, Inst. für Angewandte Mathematik und Statistik, Tech. Univ. München, 1987.

  2. H. Fischer, “Some aspects of automatic differentiation,” Technical Report # 107, Inst. für Angewandte Mathematik und Statistik, Tech. Univ. München, 1987.

  3. H. Mukai, “Parallel algorithms for solving systems of nonlinear equations,” Proceedings of the 17th Annual Allerton Conference on Communications, Control and Computations (Oct. 10–12, 1979), 37–46.

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Fischer, H., Ritter, K. An asynchronous parallel newton method. Mathematical Programming 42, 363–374 (1988). https://doi.org/10.1007/BF01589411

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  • DOI: https://doi.org/10.1007/BF01589411

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