2 papers
math.NA2024
A subspace method for large-scale trace ratio problems
G. Ferrandi, M. E. Hochstenbach, M. R. Oliveira
A subspace method is introduced to solve large-scale trace ratio problems. This approach is matrix-free, requiring only the action of the two matrices involved in the trace ratio.…
math.OC2024
Limited memory gradient methods for unconstrained optimization
Giulia Ferrandi, Michiel E. Hochstenbach
The limited memory steepest descent method (Fletcher, 2012) for unconstrained optimization problems stores a few past gradients to compute multiple stepsizes at once. We review thi…