An asynchronous parallel Newton method

An asynchronous parallel Newton method

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Article ID: iaor1988238
Country: Netherlands
Volume: 42
Issue: 2
Start Page Number: 363
End Page Number: 374
Publication Date: Nov 1988
Journal: Mathematical Programming
Authors: ,
Keywords: parallel processing
Abstract:

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

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