Showing 2024Show all
3 papers · 1 filter
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.NA2024
Improved bounds for randomized Schatten norm estimation of numerically low-rank matrices
Ya-Chi Chu, Alice Cortinovis
In this work, we analyze the variance of a stochastic estimator for computing Schatten norms of matrices. The estimator extracts information from a single sketch of the matrix, tha…
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…