no code implementations • 11 Feb 2021 • Sagi Buchatsky, Eran Treister
This way, we have a large-but-manageable additional parameter space, which has a rather low memory footprint, and is much more suitable for solving large scale instances of the problem than the full rank additional space.
Stochastic Optimization Computational Engineering, Finance, and Science Numerical Analysis Numerical Analysis 86A22, 86A15, 65M32, 65N22, 35Q86, 35R30