Subsampling Algorithms for Semidefinite Programming (Q5168846): Difference between revisions

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+Fast computation of low-rank matrix approximations
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+LAPACK Users' Guide
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+Approximating Subdifferentials by Random Sampling of Gradients
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+A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
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+Exact matrix completion via convex optimization
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+First-Order Methods for Sparse Covariance Selection
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+A Direct Formulation for Sparse PCA Using Semidefinite Programming
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+Orthogonal Eigenvectors and Relative Gaps
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+The design and implementation of the MRRR algorithm
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+Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
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+Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix
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+Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication
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+Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
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+Fast monte-carlo algorithms for finding low-rank approximations
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+Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
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+On the distribution of the largest eigenvalue in principal components analysis
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+Robust Stochastic Approximation Approach to Stochastic Programming
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+Spectral Algorithms
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+Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
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+ARPACK Users' Guide
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+Primal-dual subgradient methods for convex problems
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+On Estimating the Largest Eigenvalue with the Lanczos Algorithm
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+Acceleration of Stochastic Approximation by Averaging
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+Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
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+Sampling from large matrices
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+Matrix Algorithms
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+The Fastest Mixing Markov Process on a Graph and a Connection to a Maximum Variance Unfolding Problem
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+The convergence behavior of Ritz values in the presence of close eigenvalues
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