First order algorithms for computing linear and polyhedral estimates

DOI10.5802/OJMO.35MaRDI QIDQ7029913zbMATH OpenFDO

Authors Yannis Bekri, Anatoli Juditsky, Arkadi Nemirovski

Publication date 10 February 2025

Published in OJMO. Open Journal of Mathematical Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.5802/OJMO.35

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Mathematical programming (90C99)

Cites work

• A tail inequality for quadratic forms of subgaussian random vectors
• Hanson-Wright inequality and sub-Gaussian concentration
• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
• Near-optimality of linear recovery from indirect observations
• Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss
• Non-Euclidean restricted memory level method for large-scale convex optimization
• On first-order algorithms for \(\ell_{1}/\)nuclear norm minimization
• On polyhedral estimation of signals via indirect observations
• Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
• Sharp deviation bounds for quadratic forms
• Statistical Inference via Convex Optimization

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