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Richardson extrapolation is a classical technique from numerical analysis that can improve the approximation error of an estimation method by combining linearly several estimates obtained from different values of one of its hyperparameters, without the need to know in details the inner structure of the original estimation method.
The approximate arithmetical solution by finite differences of physical problems involving differential equations, with an application to the stresses in a masonry dam
Lewis Fry Richardson · 1911
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On Bernoulli’s numerical solution of algebraic equations
Alexander Craig Aitken · 1927
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Iterative procedures for nonlinear integral equations
Donald G Anderson · 1965
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A tight upper bound on the rate of convergence of Frank-Wolfe algorithm
Michael D. Canon and Clifton D. Cullum · 1968
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Survey of extrapolation processes in numerical analysis
D. C. Joyce · 1971
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Simplicial decomposition in nonlinear programming algorithms
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Conditional gradient algorithms with open loop step size rules
Joseph C. Dunn and S. Harshbarger · 1978
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A method for solving the convex programming problem with convergence rate O ( 1 / k 2 ) {O}(1/k^{2})
Yurii E. Nesterov · 1983
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Some comments on Wolfe’s ‘away step’
Jacques Guélat and Patrice Marcotte · 1986
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Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables
Milton Abramowitz, Irene A. Stegun, and Robert H. Romer · 1988
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Efficient estimations from a slowly convergent Robbins-Monro process
D. Ruppert · 1988
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Matrix Computations
Gene H. Golub and Charles F. Van Loan · 1989
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Acceleration of stochastic approximation by averaging
Boris T. Polyak and Anatoli B. Juditsky · 1992
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Stable exponential-penalty algorithm with superlinear convergence
Roberto Cominetti and Jean-Pierre Dussault · 1994
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Asymptotic analysis of the exponential penalty trajectory in linear programming
Roberto Cominetti and Jaime San Martín · 1994
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Numerical Analysis
Walter Gautschi · 1997
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Random matrix approximation of spectra of integral operators
Vladimir Koltchinskii and Evarist Giné · 2000
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