Research map / Optimization / Nonconvex and smooth optimization
Constrained Optimization via Exact Augmented Lagrangian and Randomized Iterative Sketching
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use AdaSketch-Newton with Gaussian-vector sketches instead of the deterministic inexact SQP baselines | Constrained optimization · CUTEst (47 problems) | total flops | Helped |
| Use AdaSketch-Newton with randomized Kaczmarz sketches instead of the deterministic inexact SQP baselines | Constrained optimization · CUTEst (47 problems) | total flops | Helped |
| Use AdaSketch-Newton with Gaussian-vector sketches instead of the deterministic inexact SQP baselines | Constrained optimization · CUTEst (47 problems) | KKT residual | Helped |
| Use AdaSketch-Newton with randomized Kaczmarz sketches instead of the deterministic inexact SQP baselines | Constrained optimization · CUTEst (47 problems) | objective and constraints evaluations | Helped |
| Use an adaptive deterministic solver accuracy instead of a fixed accuracy bound | Deterministic inexact SQP · CUTEst (47 problems) | overall criteria | Helped |
| Use AdaSketch-Newton with Gaussian-vector sketches instead of the deterministic inexact SQP baselines | Constrained optimization · Constrained logistic regression (7 LIBSVM datasets) | KKT residual | Helped |
| Use AdaSketch-Newton instead of the deterministic inexact SQP baselines | Constrained optimization · Constrained logistic regression (7 LIBSVM datasets) | total flops | Helped |
| Use AdaSketch-Newton instead of deterministic SQP and standard augmented Lagrangian | Constrained optimization · PDE-constrained optimal control | overall criteria | Helped |
| Vary the initial penalty parameters, accuracy threshold, and line-search parameter (ablation) | AdaSketch-Newton-GV · CUTEst (47 problems) | overall criteria | No clear effect |
| Let the sketching solver accuracy factor decrease toward zero (ablation) | AdaSketch-Newton · Local convergence | convergence rate | Helped |
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