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math.NA2023
Scalable Approximate Optimal Diagonal Preconditioning
Wenzhi Gao, Zhaonan Qu, Madeleine Udell +1
We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have…
math.OC2023
Beyond Nonconvexity: A Universal Trust-Region Method with New Analyses
Yuntian Jiang, Chang He, Chuwen Zhang +3
The trust-region (TR) method is renowned historically for its robustness in nonconvex problems and extraordinary numerical performance, but the study of its performance in convex o…
math.OC2023
Trust Region Methods For Nonconvex Stochastic Optimization Beyond Lipschitz Smoothness
Chenghan Xie, Chenxi Li, Chuwen Zhang +3
In many important machine learning applications, the standard assumption of having a globally Lipschitz continuous gradient may fail to hold. This paper delves into a more general…