3 papers
math.NA2025
Faithful-Newton Framework: Bridging Inner and Outer Solvers for Enhanced Optimization
Alexander Lim, Fred Roosta
Newton-type methods enjoy fast local convergence and strong empirical performance, but achieving global guarantees comparable to first-order methods remains challenging. Even for s…
math.NA2024
Conjugate Direction Methods Under Inconsistent Systems
Alexander Lim, Yang Liu, Fred Roosta
Since the development of the conjugate gradient (CG) method in 1952 by Hestenes and Stiefel, CG, has become an indispensable tool in computational mathematics for solving positive…
math.OC2023
Complexity Guarantees for Nonconvex Newton-MR Under Inexact Hessian Information
Alexander Lim, Fred Roosta
We consider an extension of the Newton-MR algorithm for nonconvex unconstrained optimization to the settings where Hessian information is approximated. Under a particular noise mod…