10 citations · 24 across the 9 of their papers we have counts for
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cs.LG2021
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…
math.OC2021★ 10 cited
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…
math.OC2021★ 5 cited
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…