Mohamed bin Zayed University of Artificial Intelligence, Abu Dhabi, UAE; Department of Mathematics, University of California, Los Angeles, USA; Center for Computational Mathematics, Flatiron Institute, Simons Foundation, New York, USA
Shuang Li, William Swartworth, Martin Takáč, Deanna Needell, Robert M. Gower
SP2 : A Second Order Stochastic Polyak Method