10 citations · 24 across the 9 of their papers we have counts for
10 papers
A Nonmonotone Gradient-Based Algorithm for Symmetric Nonnegative Matrix Factorization and Graph Clustering
Ryan Swart, Johannes Brust
Symmetric nonnegative matrix factorization (Symmetric NMF) approximates a matrix as with nonnegative rectangular factor . It has broad applications in graph clustering an…
Shape-Changing Trust-Region Methods Using Multipoint Symmetric Secant Matrices
Johannes J. Brust, Jennifer B. Erway, Roummel F. Marcia
In this work, we consider methods for large-scale and nonconvex unconstrained optimization. We propose a new trust-region method whose subproblem is defined using a so-called "shap…
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…
PLSS: A Projected Linear Systems Solver
Johannes J. Brust, Michael A. Saunders
We propose iterative projection methods for solving square or rectangular consistent linear systems Ax = b. Existing projection methods use sketching matrices (possibly randomized)…
Nonlinear Least Squares for Large-Scale Machine Learning using Stochastic Jacobian Estimates
Johannes J. Brust
For large nonlinear least squares loss functions in machine learning we exploit the property that the number of model parameters typically exceeds the data in one batch. This impli…
Convergence Analysis of Fixed Point Chance Constrained Optimal Power Flow Problems
Johannes J. Brust, Mihai Anitescu
For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow probl…
Large-scale Optimization with Linear Equality Constraints using Reduced Compact Representation
Johannes J. Brust, Roummel F. Marcia, Cosmin G. Petra +1
For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the const…
A Dense Initialization for Limited-Memory Quasi-Newton Methods
Johannes Brust, Oleg Burdakov, Jennifer B. Erway +1
We consider a family of dense initializations for limited-memory quasi-Newton methods. The proposed initialization exploits an eigendecomposition-based separation of the full space…
Algorithm XXX: SC-SR1: Matlab software for solving shape-changing L-SR1 trust-region subproblems
Johannes Brust, Oleg Burdakov, Jennifer B. Erway +2
We present a MATLAB implementation of the symmetric rank-one (SC-SR1) method that solves trust-region. subproblems when a limited-memory symmetric rank-one (L-SR1) matrix is used i…
On Solving L-SR1 Trust-Region Subproblems
Johannes Brust, Jennifer B. Erway, Roummel F. Marcia
In this article, we consider solvers for large-scale trust-region subproblems when the quadratic model is defined by a limited-memory symmetric rank-one (L-SR1) quasi-Newton matrix…