no code implementations • 6 Nov 2020 • Damien Scieur, Lewis Liu, Thomas Pumir, Nicolas Boumal
Quasi-Newton techniques approximate the Newton step by estimating the Hessian using the so-called secant equations.
Optimization and Control Numerical Analysis Numerical Analysis
no code implementations • NeurIPS 2018 • Thomas Pumir, Samy Jelassi, Nicolas Boumal
In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size $n$ by $k$ such that $X = YY^*$ is the SDP variable.