Wen-Zheng Zhao

Preconditioned Hyperbolic Smoothing Modified L-BFGS Algorithms for Finite Minimax Problems

This paper proposes a preconditioned ordinary hyperbolic smoothing modified L-BFGS framework for finite minimax problems. To mitigate the deterioration of Euclidean conditioning as the smoothing parameter decreases, a problem-derived hyperbolic majorization preconditioner is incorporated into the initial L-BFGS metric;...