A stochastic column-block gradient descent method for solving nonlinear systems of equations
By: Naiyu Jiang , Wendi Bao , Lili Xing and more
Potential Business Impact:
Solves hard math problems faster than before.
In this paper, we propose a new stochastic column-block gradient descent method for solving nonlinear systems of equations. It has a descent direction and holds an approximately optimal step size obtained through an optimization problem. We provide a thorough convergence analysis, and derive an upper bound for the convergence rate of the new method. Numerical experiments demonstrate that the proposed method outperforms the existing ones.
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