Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates
From MaRDI portal
Publication:6114786
DOI10.1137/21m1402340zbMath1523.90270arXiv2008.07067MaRDI QIDQ6114786
Publication date: 12 July 2023
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.07067
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Tightness of the maximum likelihood semidefinite relaxation for angular synchronization
- Community detection in sparse networks via Grothendieck's inequality
- Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
- Theory of semidefinite programming for sensor network localization
- Solving Euclidean distance matrix completion problems via semidefinite progrmming
- Complementarity and nondegeneracy in semidefinite programming
- A spectral bundle method with bounds
- First- and second-order methods for semidefinite programming
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
- Efficiency of proximal bundle methods
- On semidefinite relaxations for the block model
- Random Laplacian matrices and convex relaxations
- Convex relaxation methods for community detection
- Efficiency of minimizing compositions of convex functions and smooth maps
- Rate of convergence of the bundle method
- Exact matrix completion via convex optimization
- General Hölder smooth convergence rates follow from specialized rates assuming growth bounds
- On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0
- Low-Rank Spectral Optimization via Gauge Duality
- PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming
- The spectral bundle method with second-order information
- Semidefinite optimization
- Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
- A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
- Large-Scale Optimization of Eigenvalues
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- A Spectral Bundle Method for Semidefinite Programming
- Error Bounds for Linear Matrix Inequalities
- Practical Sketching Algorithms for Low-Rank Matrix Approximation
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Scalable Semidefinite Programming
- On the Simplicity and Conditioning of Low Rank Semidefinite Programs
- An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity
- Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods
- A useful variant of the Davis–Kahan theorem for statisticians
- Phase Retrieval via Matrix Completion
- A second-order bundle method to minimize the maximum eigenvalue function.
- Optimal Convergence Rates for the Proximal Bundle Method
