JuliaSmoothOptimizers / JuliaSmoothOptimizers/LinearOperators.jl

Regularized Quasi-Newton operators

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#366 5 comments 1 reaction 2 assignees Claimed by @molhab View on GitHub
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Description

It would be useful to have an implementation of the operator $$v\mapsto Hv + \sigma v$$, where $$H$$ is some quasi-Newton operator and $$\sigma > 0$$. We should be able to get the inverse of this operator cheaply, see https://arxiv.org/pdf/1911.04584 .

cc @MohamedLaghdafHABIBOULLAH, i don't know if you plan to implement this soon ? I might do it on my own as well, I will need it for my research.

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