Johannes J. Brust

most citedCompact representations of structured BFGS matrices

6 citations · 6 across the 2 of their papers we have counts for

collaborators

2 papers

math.NA2024

Structured Sketching for Linear Systems

Johannes J Brust, Michael A Saunders

For linear systems $A x = b$ we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we de…

math.OC2022★ 6 cited

Compact representations of structured BFGS matrices

Johannes J. Brust, Zichao, Di +2

For general large-scale optimization problems compact representations exist in which recursive quasi-Newton update formulas are represented as compact matrix factorizations. For pr…