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math.OC2025
Random Subspace Cubic-Regularization Methods, with Applications to Low-Rank Functions
Coralia Cartis, Zhen Shao, Edward Tansley
We propose and analyze random subspace variants of the second-order Adaptive Regularization using Cubics (ARC) algorithm. These methods iteratively restrict the search space to som…
math.OC2025
Scalable Second-Order Optimization Algorithms for Minimizing Low-rank Functions
Edward Tansley, Coralia Cartis
We present a random-subspace variant of cubic regularization algorithm that chooses the size of the subspace adaptively, based on the rank of the projected second derivative matrix…