Ya-Xiang Yuan

A Decomposed Bilevel Search for Variable-Metric Proximal Gradient Methods

Variable-metric proximal methods accelerate composite convex optimization, but the scaled proximal map induced by a quasi-Newton metric rarely has a closed form. We develop \emph{Decomposed Bilevel Search} (DBS), based on a diagonal-plus-rank-one factor \(X=D+uv^\top\) whose diagonal scaling satisfies a weak secant equ...