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An Efficient Scaled spectral preconditioner for sequences of symmetric positive definite linear systems
Youssef Diouane, Selime Gürol, Oussama Mouhtal +1
We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only…
Nonsmooth exact penalty methods for equality-constrained optimization: complexity and implementation
Youssef Diouane, Maxence Gollier, Dominique Orban
Penalty methods are a well known class of algorithms for constrained optimization. They transform a constrained problem into a sequence of unconstrained \emph{penalized} problems i…
A Proximal Modified Quasi-Newton Method for Nonsmooth Regularized Optimization
Youssef Diouane, Mohamed Laghdaf Habiboullah, Dominique Orban
We develop R2N, a modified quasi-Newton method for minimizing the sum of a function and a lower semi-continuous prox-bounded . Both and may be noncon…
Complexity of trust-region methods in the presence of unbounded Hessian approximations
Youssef Diouane, Mohamed Laghdaf Habiboullah, Dominique Orban
We extend traditional complexity analyses of trust-region methods for unconstrained, possibly nonconvex, optimization. Whereas most complexity analyses assume uniform boundedness o…
A unified error analysis for randomized low-rank approximation with application to data assimilation
Alexandre Scotto Di Perrotolo, Youssef Diouane, Selime Gürol +1
Randomized algorithms have proven to perform well on a large class of numerical linear algebra problems. Their theoretical analysis is critical to provide guarantees on their behav…