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math.OC2019
Bundle Method Sketching for Low Rank Semidefinite Programming
Lijun Ding, Benjamin Grimmer
In this paper, we show that the bundle method can be applied to solve semidefinite programming problems with a low rank solution without ever constructing a full matrix. To accompl…
math.OC2019★ 4 cited
General Convergence Rates Follow From Specialized Rates Assuming Growth Bounds
Benjamin Grimmer
Often in the analysis of first-order methods, assuming the existence of a quadratic growth bound (a generalization of strong convexity) facilitates much stronger convergence analys…