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

arXiv:2509.23439 · math.OC, cs.LG, cs.NA, math.NA · Submitted 2025-09-27 · Read on arXiv

math.OC, cs.LG, cs.NA, math.NA

Submitted: 2025-09-27

Updated: 2026-10-12

Terminology

• Preconditioner — 4× in this paper · explained in 2 episodes
• Convergence Guarantees — 1× in this paper · explained in 3 episodes
• Semidefinite Programming (SDP) — 1× in this paper · explained in 3 episodes

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