Accelerated first-order methods for hyperbolic programming
From MaRDI portal
Publication:1717219
DOI10.1007/s10107-017-1203-yzbMath1410.90159arXiv1512.07569MaRDI QIDQ1717219
Publication date: 7 February 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.07569
Related Items
Certifying Polynomial Nonnegativity via Hyperbolic Optimization, ``Efficient” Subgradient Methods for General Convex Optimization, Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming, Symmetric matrices whose entries are linear functions, A simple nearly optimal restart scheme for speeding up first-order methods
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smooth minimization of non-smooth functions
- A mathematical introduction to compressive sensing
- Gradient methods for minimizing composite functions
- Universal gradient methods for convex optimization problems
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- Large-scale semidefinite programming via a saddle point mirror-prox algorithm
- Smoothing technique and its applications in semidefinite optimization
- Introductory lectures on convex optimization. A basic course.
- New computational guarantees for solving convex optimization problems with first order methods, via a function growth condition measure
- Templates for convex cone problems with applications to sparse signal recovery
- Lectures on the theory of functions of several complex variables. Notes by Raghavan Narasimhan. Reprint
- Hyperbolic programs, and their derivative relaxations
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Hyperbolic Polynomials and Convex Analysis
- LMI Representations of Convex Semialgebraic Sets and Determinantal Representations of Algebraic Hypersurfaces: Past, Present, and Future
- Smoothing and First Order Methods: A Unified Framework
- NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
- Linear matrix inequality representation of sets
- Hyperbolic Polynomials and Interior Point Methods for Convex Programming
- The Lax conjecture is true
- ``Efficient” Subgradient Methods for General Convex Optimization
