Smoothing technique and its applications in semidefinite optimization
From MaRDI portal
Publication:879964
DOI10.1007/S10107-006-0001-8zbMATH Open1126.90058OpenAlexW2088411705MaRDI QIDQ879964FDOQ879964
Publication date: 10 May 2007
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0001-8
Convex programming (90C25) Semidefinite programming (90C22) Abstract computational complexity for mathematical programming problems (90C60)
Cites Work
Cited In (56)
- Domain adaptation and sample bias correction theory and algorithm for regression
- Descent gradient methods for nonsmooth minimization problems in ill-posed problems
- First-order methods of smooth convex optimization with inexact oracle
- A Stochastic Smoothing Algorithm for Semidefinite Programming
- Approximation accuracy, gradient methods, and error bound for structured convex optimization
- An optimal method for stochastic composite optimization
- Self-concordant inclusions: a unified framework for path-following generalized Newton-type algorithms
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- Fast First-Order Algorithms for PackingโCovering Semidefinite Programs
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- Title not available (Why is that?)
- Variable smoothing for convex optimization problems using stochastic gradients
- Testing the nullspace property using semidefinite programming
- Sparse PCA: Convex Relaxations, Algorithms and Applications
- A survey on conic relaxations of optimal power flow problem
- Sublinear time algorithms for approximate semidefinite programming
- Title not available (Why is that?)
- A dual reformulation and solution framework for regularized convex clustering problems
- Finding Sparse Solutions for Packing and Covering Semidefinite Programs
- An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization
- On the acceleration of the double smoothing technique for unconstrained convex optimization problems
- Fine tuning Nesterov's steepest descent algorithm for differentiable convex programming
- An acceleration procedure for optimal first-order methods
- A simple nearly optimal restart scheme for speeding up first-order methods
- Barrier subgradient method
- Discrete-time inverse linear quadratic optimal control over finite time-horizon under noisy output measurements
- Inverse optimal control for discrete-time finite-horizon linear quadratic regulators
- Overlapping radial basis function interpolants for spectrally accurate approximation of functions of eigenvalues with application to buckling of composite plates
- Optimal information dissemination strategy to promote preventive behaviors in multilayer epidemic networks
- Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints
- Constraint qualifications for Karush-Kuhn-Tucker conditions in multiobjective optimization
- Convex approximations to sparse PCA via Lagrangian duality
- Title not available (Why is that?)
- A fresh variational-analysis look at the positive semidefinite matrices world
- A double smoothing technique for solving unconstrained nondifferentiable convex optimization problems
- Minimizing memory effects of a system
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Phase recovery, MaxCut and complex semidefinite programming
- A smoothing proximal gradient algorithm with extrapolation for the relaxation of \({\ell_0}\) regularization problem
- Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs
- \(l^1\)-weighted regularization for the problem of recovering sparse initial conditions in parabolic equations from final measurements
- Title not available (Why is that?)
- New computational guarantees for solving convex optimization problems with first order methods, via a function growth condition measure
- GMRES-Accelerated ADMM for Quadratic Objectives
- Smooth convex approximation to the maximum eigenvalue function
- Smoothing methods for nonsmooth, nonconvex minimization
- A variable smoothing algorithm for solving convex optimization problems
- Black-box learning of multigrid parameters
- Efficient, certifiably optimal clustering with applications to latent variable graphical models
- Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems
- Projected primal-dual gradient flow of augmented Lagrangian with application to distributed maximization of the algebraic connectivity of a network
- Accelerated first-order methods for hyperbolic programming
- Adaptive smoothing algorithms for nonsmooth composite convex minimization
- Title not available (Why is that?)
- Smoothing algorithms for nonsmooth optimization over the Stiefel manifold with applications to the graph Fourier basis problem
- On a minimization problem of the maximum generalized eigenvalue: properties and algorithms
Recommendations
- Title not available (Why is that?) ๐ ๐
- A smoothing-type method for solving semidefinite programs ๐ ๐
- Smoothing approximations to nonsmooth optimization problems ๐ ๐
- Application of a Smoothing Technique to Decomposition in Convex Optimization ๐ ๐
- A Stochastic Smoothing Algorithm for Semidefinite Programming ๐ ๐
- Title not available (Why is that?) ๐ ๐
- Smoothing methods for convex inequalities and linear complementarity problems ๐ ๐
- Smoothing methods for nonsmooth, nonconvex minimization ๐ ๐
- A non-interior smoothing algorithm for semidefinite programming ๐ ๐
- Smoothing methods for nonlinear complementarity problems ๐ ๐
This page was built for publication: Smoothing technique and its applications in semidefinite optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q879964)