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math.OC2020★ 1 cited
SONIA: A Symmetric Blockwise Truncated Optimization Algorithm
Majid Jahani, Mohammadreza Nazari, Rachael Tappenden +2
This work presents a new algorithm for empirical risk minimization. The algorithm bridges the gap between first- and second-order methods by computing a search direction that uses…
math.OC2019
Scaling Up Quasi-Newton Algorithms: Communication Efficient Distributed SR1
Majid Jahani, Mohammadreza Nazari, Sergey Rusakov +2
In this paper, we present a scalable distributed implementation of the Sampled Limited-memory Symmetric Rank-1 (S-LSR1) algorithm. First, we show that a naive distributed implement…