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math.OC2026
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…
math.OC2025
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…
math.OC2024
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…