8 papers
Randomized iterative methods with Polyak step-size for solving generalized absolute value equations
Jiayun Chen, Qiye Zhang, Deren Han +1
In this paper, we systematically incorporate the Polyak step-size into the randomized iterative method to improve its efficiency for solving generalized absolute value equations. I…
Randomized conjugate gradient least squares
Yun Zeng, Jian-Feng Cai, Deren Han +1
We develop a novel randomized conjugate gradient least squares (RCGLS) method for solving least-squares problems, in which iterative sketching is employed at each step to reduce th…
On adaptive stochastic extended iterative methods for solving least squares
Yun Zeng, Deren Han, Yansheng Su +1
In this paper, we propose a novel adaptive stochastic extended iterative method, which can be viewed as an improved extension of the randomized extended Kaczmarz (REK) method, for…
A simple linear convergence analysis of the randomized reshuffling Kaczmarz method
Deren Han, Jiaxin Xie
The random reshuffling Kaczmarz (RRK) method enjoys the simplicity and efficiency in solving linear systems as a Kaczmarz-type method, whereas it also inherits the practical improv…
Enhanced randomized Douglas-Rachford method: Improved probabilities and adaptive momentum
Liqi Guo, Ruike Xiang, Deren Han +1
Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Dougla…
Connecting randomized iterative methods with Krylov subspaces
Yonghan Sun, Deren Han, Jiaxin Xie
Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficienc…