10 citations · 24 across the 9 of their papers we have counts for
3 papers · 1 filter
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)…