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math.OC2026
Stochastic Gradient Methods with Online Scaling
Wanyu Zhang, Wenzhi Gao, Yinyu Ye +1
This paper introduces Stochastic Online Scaled Gradient Methods (SOSGM), a generalization of the recently developed adaptive preconditioning framework in arXiv:2505.23081 and arXiv…
math.OC2026
Operator Splitting Methods with Online Scaling
Wanyu Zhang, Wenzhi Gao, Madeleine Udell
This paper develops a principled framework for automatically tuning preconditioners in operator splitting methods, including forward-backward splitting, Douglas-Rachford splitting,…