Graphical Newton
Optimization and Control
2017-10-10 v3 Robotics
Systems and Control
Abstract
Computing the Newton step for a generic function takes flops. In this paper, we explore avenues for reducing this bound, when the computational structure of is known beforehand. It is shown that the Newton step can be computed in time, linear in the size of the computational-graph, and cubic in its tree-width.
Cite
@article{arxiv.1508.00952,
title = {Graphical Newton},
author = {Akshay Srinivasan and Emanuel Todorov},
journal= {arXiv preprint arXiv:1508.00952},
year = {2017}
}