4 papers
Adaptive Delayed-Update Cyclic Algorithm for Variational Inequalities
Yi Wei, Xufeng Cai, Jelena Diakonikolas
Cyclic block coordinate methods are a fundamental class of first-order algorithms, widely used in practice for their simplicity and strong empirical performance. Yet, their theoret…
Near-Linear Runtime for a Classical Matrix Preconditioning Algorithm
Xufeng Cai, Jason M. Altschuler, Jelena Diakonikolas
In 1960, Osborne proposed a simple iterative algorithm for matrix balancing with outstanding numerical performance. Today, it is the default preconditioning procedure before eigenv…
Last Iterate Convergence of Incremental Methods and Applications in Continual Learning
Xufeng Cai, Jelena Diakonikolas
Incremental gradient and incremental proximal methods are a fundamental class of optimization algorithms used for solving finite sum problems, broadly studied in the literature. Ye…
Mirror Duality in Convex Optimization
Jaeyeon Kim, Chanwoo Park, Asuman Ozdaglar +2
While first-order optimization methods are usually designed to efficiently reduce the function value , there has been recent interest in methods efficiently reducing the magn…