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math.OC2024
Gradient Methods with Online Scaling
Wenzhi Gao, Ya-Chi Chu, Yinyu Ye +1
We introduce a framework to accelerate the convergence of gradient-based methods with online learning. The framework learns to scale the gradient at each iteration through an onlin…
math.OC2024
Randomized Nyström Preconditioned Interior Point-Proximal Method of Multipliers
Ya-Chi Chu, Luiz-Rafael Santos, Madeleine Udell
We present a new algorithm for convex separable quadratic programming (QP) called Nys-IP-PMM, a regularized interior-point solver that uses low-rank structure to accelerate solutio…