Keywords
Affiliated Institutions
Related Publications
PENNON: A code for convex nonlinear and semidefinite programming
Abstract We introduce a computer program PENNON for the solution of problems of convex Nonlinear and Semidefinite Programming (NLP-SDP). The algorithm used in PENNON is a genera...
Dual Averaging Method for Regularized Stochastic Learning and Online Optimization
We consider regularized stochastic learning and online optimization problems, where the objective function is the sum of two convex terms: one is the loss function of the learni...
Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
The Nelder--Mead simplex algorithm, first published in 1965, is an enormously popular direct search method for multidimensional unconstrained minimization. Despite its widesprea...
Solving Variational Inequalities with Stochastic Mirror-Prox Algorithm
In this paper we consider iterative methods for stochastic variational inequalities (s.v.i.) with monotone operators. Our basic assumption is that the operator possesses both sm...
Sparse reconstruction by convex relaxation: Fourier and Gaussian measurements
This paper proves best known guarantees for exact reconstruction of a sparse signal f from few non-adaptive universal linear measurements. We consider Fourier measurements (rand...
Publication Info
- Year
- 1998
- Type
- article
- Volume
- 83
- Issue
- 1-3
- Pages
- 29-53
- Citations
- 142
- Access
- Closed
External Links
Social Impact
Social media, news, blog, policy document mentions
Citation Metrics
Cite This
Identifiers
- DOI
- 10.1007/bf02680549