Progressively Projected Newton selectively projects only the element Hessians whose residual suggests they cause global indefiniteness, cutting projection count by an order of magnitude and often reducing Newton iterations.
arXiv:2303.02156 arXiv Preprint
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Progressively Projected Newton's Method
Progressively Projected Newton selectively projects only the element Hessians whose residual suggests they cause global indefiniteness, cutting projection count by an order of magnitude and often reducing Newton iterations.