3 problems

Let $f$ be a twice-differentiable, $\text{lambda}$-strongly convex function with $\text{mu}_1$-Lipschitz gradients and $\text{mu}_2$-Lipschitz Hessians, and let an algorithm access…

Consider finite-sum optimization algorithms using second-order information, and let the Newton method provide the reference for iteration cost. Cheap-iteration conjecture. The assu…

Let $F(\mathbf{w})=\frac{1}{n}\sum_{i=1}^n f_i(\mathbf{w})$ be a finite-sum optimization objective, and let a randomized sketching method replace its Hessian by a low-rank approxim…