Newton's Method for Monte Carlo--Based Residuals
Work
Year: 2015
Type: article
Abstract: We analyze the behavior of inexact Newton methods for problems where the nonlinear residual, Jacobian, and Jacobian-vector products are the outputs of Monte Carlo simulations. We propose algorithms wh... more
Institutions Los Alamos National Laboratory, Hong Kong Polytechnic University, North Carolina State University
Cites: 27
Cited by: 11
Related to: 10
FWCI: 1.548
Citation percentile (by year/subfield): 76.44
Topic: Matrix Theory and Algorithms
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green