Primal-dual first-order methods for a class of cone programming
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Cites work
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- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A Newton-CG augmented Lagrangian method for semidefinite programming
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- A Spectral Bundle Method for Semidefinite Programming
- Alternating direction algorithms for \(\ell_1\)-problems in compressive sensing
- Alternating direction augmented Lagrangian methods for semidefinite programming
- An Augmented Lagrangian Approach to the Constrained Optimization Formulation of Imaging Inverse Problems
- An Augmented Primal-Dual Method for Linear Conic Programs
- Atomic Decomposition by Basis Pursuit
- Decoding by Linear Programming
- Eigenvalues and Condition Numbers of Random Matrices
- Fixed-Point Continuation for \ell₁-Minimization: Methodology and Convergence
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- Interior Gradient and Proximal Methods for Convex and Conic Optimization
- Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
- On the Shannon capacity of a graph
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- Probing the Pareto frontier for basis pursuit solutions
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Quantitative robust uncertainty principles and optimally sparse decompositions
- Reflection-projection method for convex feasibility problems with an obtuse cone
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Smooth minimization of non-smooth functions
- Sparse Reconstruction by Separable Approximation
- Stable signal recovery from incomplete and inaccurate measurements
- Statistical learning from a regression perspective
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
Cited in
(10)- Accelerated first-order methods for hyperbolic programming
- A preconditioning technique for first-order primal-dual splitting method in convex optimization
- On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
- A first-order inexact primal-dual algorithm for a class of convex-concave saddle point problems
- Iteration complexity analysis of dual first-order methods for conic convex programming
- Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems
- Faster first-order primal-dual methods for linear programming using restarts and sharpness
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- A fast splitting method tailored for Dantzig selector
- First order solutions in conic programming
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