Showing math.OCShow all
2 papers · 1 filter
math.OC2023
GeNIOS: an (almost) second-order operator-splitting solver for large-scale convex optimization
Theo Diamandis, Zachary Frangella, Shipu Zhao +2
We introduce the GEneralized Newton Inexact Operator Splitting solver (GeNIOS) for large-scale convex optimization. GeNIOS speeds up ADMM by approximately solving approximate subpr…
math.OC2023
PROMISE: Preconditioned Stochastic Optimization Methods by Incorporating Scalable Curvature Estimates
Zachary Frangella, Pratik Rathore, Shipu Zhao +1
This paper introduces PROMISE (econditioned Stochastic ptimization ethods by ncorporating calable Curvature $\textbf{E}…