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math.OC2020★ 2 cited
Primal-Dual Sequential Subspace Optimization for Saddle-point Problems
Yoni Choukroun, Michael Zibulevsky, Pavel Kisilev
We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensi…
math.OC2018
Merging Multigrid Optimization with SESOP
Tao Hong, Irad Yavneh, Michael Zibulevsky
A merger of two optimization frameworks is introduced: SEquential Subspace OPtimization (SESOP) with MultiGrid (MG) optimization. At each iteration of the algorithm, the search dir…