Efficient semidefinite programming with approximate admm

N Rontsis, P Goulart, Y Nakatsukasa - Journal of Optimization Theory and …, 2022 - Springer
Tenfold improvements in computation speed can be brought to the alternating direction
method of multipliers (ADMM) for Semidefinite Programming with virtually no decrease in …

A Three-Dimensional Subspace Algorithm Based on the Symmetry of the Approximation Model and WYL Conjugate Gradient Method

G Wang, S Yao, M Pei, J Xu - Symmetry, 2023 - mdpi.com
In this paper, a three-dimensional subspace method is proposed, in which the search
direction is generated by minimizing the approximation model of the objective function in a …

Efficient Proximal Mapping Computation for Low-Rank Inducing Norms

C Grussler, P Giselsson - Journal of Optimization Theory and Applications, 2022 - Springer
Low-rank inducing unitarily invariant norms have been introduced to convexify problems
with a low-rank/sparsity constraint. The most well-known member of this family is the so …