math.OC · 2026-06-10 · No. 19
Optimization and Control, 2026-06-10.
1 new papers in math.OC. Titles, authors,
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01 — The papers
1 entries-
01
Accelerating SAV-based optimization via randomized low-rank Hessian approximation
Ryo Sagawa, Daisuke Furihata, Yuto Miyatake
math.OC · cs.LG · math.NA
We propose a new optimization method, the Nyström-enhanced relaxed scalar auxiliary variable method (N-RSAV), which incorporates curvature information into the RSAV framework to accelerate convergence while preserving an unconditional modified energy dissipation law. Existing RSAV-based methods rely solely on first-order information and often suffer from slow convergence, particularly for ill-conditioned problems such as those arising in...
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