873 citations · 5.4k across the 120 of their papers we have counts for
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Tight Coefficients of Averaged Operators via Scaled Relative Graph
Xinmeng Huang, Ernest K. Ryu, Wotao Yin
Many iterative methods in optimization are fixed-point iterations with averaged operators. As such methods converge at an rate with the constant determined by th…
On The Geometric Analysis of A Quartic-quadratic Optimization Problem under A Spherical Constraint
Haixiang Zhang, Andre Milzarek, Zaiwen Wen +1
This paper considers the problem of solving a special quartic-quadratic optimization problem with a single sphere constraint, namely, finding a global and local minimizer of $\frac…
Acceleration of SVRG and Katyusha X by Inexact Preconditioning
Yanli Liu, Fei Feng, Wotao Yin
Empirical risk minimization is an important class of optimization problems with many popular machine learning applications, and stochastic variance reduction methods are popular ch…
Scaled Relative Graph: Nonexpansive operators via 2D Euclidean Geometry
Ernest K. Ryu, Robert Hannah, Wotao Yin
Many iterative methods in applied mathematics can be thought of as fixed-point iterations, and such algorithms are usually analyzed analytically, with inequalities. In this paper,…