Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step …
H Ye, D Lin, X Chang, Z Zhang - arXiv preprint arXiv:2403.16734, 2024 - arxiv.org
In this paper, we propose a novel Anderson's acceleration method to solve nonlinear equations, which does\emph {not} require a restart strategy to achieve numerical stability …
X Meng - Communications in Mathematics and Statistics, 2024 - Springer
We extend the framework of the Karush–Kuhn–Tucker (KKT) limiter from second-order nonlinear scalar equations to complex systems of equations and construct time-implicit high …
W Ouyang, A Milzarek - arXiv preprint arXiv:2311.07267, 2023 - arxiv.org
We provide systematic studies of the variational properties of decomposable functions which are compositions of an outer support function and an inner smooth mapping under certain …
Matrix optimization has various applications in finance, statistics, and engineering, etc. In this paper, we derive the Lagrangian dual of the matrix optimization problem with sparse …