2 papers
math.OC2020
Generalization of Quasi-Newton Methods: Application to Robust Symmetric Multisecant Updates
Damien Scieur, Lewis Liu, Thomas Pumir +1
Quasi-Newton techniques approximate the Newton step by estimating the Hessian using the so-called secant equations. Some of these methods compute the Hessian using several secant e…
stat.ML2018
Smoothed analysis of the low-rank approach for smooth semidefinite programs
Thomas Pumir, Samy Jelassi, Nicolas Boumal
We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on op…