Nonlinear preconditioning for nonlinear optimization

  • H. De Sterck and A. Howse, 'Nonlinearly preconditioned optimization on Grassman manifolds for computing approximate Tucker tensor decompositions', SIAM J. Sci. Comput., accepted, 2016. [pdf]
  • Manda Winlaw, Michael Hynes, Anthony Caterini, and Hans De Sterck, 'Algorithmic Acceleration of Parallel ALS for Collaborative Filtering: Speeding up Distributed Big Data Recommendation in Spark', IEEE ICPADS, 2015. [arXiv link] [link to Spark code on github] Best Paper Award at ICPADS 2015!
  • Hans De Sterck and Manda Winlaw, 'Nonlinearly Preconditioned Conjugate Gradient Algorithm for Rank-R Canonical Tensor Approximation', Numerical Linear Algebra with Applications 22, 410-432, 2015. [arXiv link] [matlab code]
  • Hans De Sterck, 'Steepest Descent Preconditioning for Nonlinear GMRES Optimization', Numerical Linear Algebra with Applications 20, 453-471, 2013. [pdf][matlab code]
  • Hans De Sterck, 'A Nonlinear GMRES Optimization Algorithm for Canonical Tensor Decomposition', SIAM J. Sci. Comput. 34, A1351-A1379, 2012. [pdf] [matlab code]