2 papers
math.OC2025
Optimization Methods for Joint Eigendecomposition
Erik Troedsson, Marcus Carlsson, Herwig Wendt
Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmoni…
math.OC2025
The bilinear Hessian for large scale optimization
Marcus Carlsson, Viktor Nikitin, Erik Troedsson +1
Second order information is useful in many ways in smooth optimization problems, including for the design of step size rules and descent directions, or the analysis of the local pr…