A perturbation view of level-set methods for convex optimization

DOI10.1007/S11590-020-01609-9MaRDI QIDQ2228385zbMATH OpenOpenAlexFDO

Authors Ron Estrin, Michael P. Friedlander

Publication date 17 February 2021

Published in Optimization Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2001.06511

zbMATH Keywords

convex analysisdualitylevel-set methods

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

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Cites work

• scientific article; zbMATH DE number 51121 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Accuracy and Stability of Numerical Algorithms
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Atomic Decomposition by Basis Pursuit
• Atomic decomposition by basis pursuit
• Convex Analysis
• Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
• Level-set methods for convex optimization
• New variants of bundle methods
• Phase recovery, MaxCut and complex semidefinite programming
• Phaselift: exact and stable signal recovery from magnitude measurements via convex programming
• Probing the Pareto frontier for basis pursuit solutions
• Sparse Optimization with Least-Squares Constraints
• Trust Region Methods
• Variational Analysis
• Variational properties of value functions

Cited in

(4)

• Level-set methods for convex optimization
• On the level set method in minimax theory
• A perturbation view of level-set methods for convex optimization
• Strong duality for standard convex programs

Describes a project that uses

Uses Software

• PhaseLift
• SPGL1
• PDCO
• mctoolbox

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