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math.OC2021
Efficient Meta Subspace Optimization
Yoni Choukroun, Michael Katz
Subspace optimization methods have the attractive property of reducing large-scale optimization problems to a sequence of low-dimensional subspace optimization problems. However, e…
math.OC2020★ 2 cited
Primal-Dual Sequential Subspace Optimization for Saddle-point Problems
Yoni Choukroun, Michael Zibulevsky, Pavel Kisilev
We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensi…