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math.OC2026
Stochastic Zeroth-Order Method for Computing Generalized Rayleigh Quotients
Jonas Bresch, Oleh Melnyk, Martin Schoen +1
The maximization of the (generalized) Rayleigh quotient is a central problem in numerical linear algebra. Conventional algorithms for its computation typically rely on matrix-adjoi…
math.OC2026
Generalization of Zeroth-Order Method for Quotients of Quadratic Functions
Jonas Bresch
Optimization of quadratic functions and their quotients is relevant in subspace and iterative optimization methods. In this paper, we consider the matrix-free computation of the ge…
math.OC2025
Interpolating between Optimal Transport and KL regularized Optimal Transport using Rényi Divergences
Jonas Bresch, Viktor Stein
Regularized optimal transport (OT) has received much attention in recent years starting from Cuturi's introduction of Kullback-Leibler (KL) divergence regularized OT. In this paper…