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math.OC2021
Minimizing Oracle-Structured Composite Functions
Xinyue Shen, Alnur Ali, Stephen Boyd
We consider the problem of minimizing a composite convex function with two different access methods: an oracle, for which we can evaluate the value and gradient, and a structured f…
math.OC2017★ 4 cited
A Semismooth Newton Method for Fast, Generic Convex Programming
Alnur Ali, Eric Wong, J. Zico Kolter
We introduce Newton-ADMM, a method for fast conic optimization. The basic idea is to view the residuals of consecutive iterates generated by the alternating direction method of mul…