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math.NA2023
The -Condition Number: Applications to Optimal Preconditioning and Low Rank Generalized Jacobian Updating
Woosuk L. Jung, David Torregrosa-Belén, Henry Wolkowicz
Preconditioning is essential in iterative methods for solving linear systems. It is also the implicit objective in updating approximations of Jacobians in optimization methods, e.g…
math.OC2023
The Boosted Double-Proximal Subgradient Algorithm for Nonconvex Optimization
Francisco J. Aragón-Artacho, Pedro Pérez-Aros, David Torregrosa-Belén
In this paper we introduce the Boosted Double-proximal Subgradient Algorithm (BDSA), a novel splitting algorithm designed to address general structured nonsmooth and nonconvex math…