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Optimal Diagonal Preconditioning Beyond Worst-Case Conditioning: Theory and Practice of Omega Scaling

Ghadimi, Saeed et al.
arXiv (All) · Papers
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90c26machine-learningnumerical-analysisoptimization-and-control
We study optimal diagonal preconditioning using the classical worst-case $κ$-condition number and the averaging-based $ω$-condition number. For the $κ$-optimal preconditioning problem, we derive an affine-based pseudoconvex reformulation with three key advantages: all stationary points are global
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