Showing math.OCShow all
3 papers · 1 filter
math.OC2026
On the Local Linear Convergence of Operator Splitting Methods for Conic Programming
Lijun Ding, Haihao Lu, Jinwen Yang
Operator-splitting methods such as the primal-dual hybrid gradient method (PDHG) and the alternating direction method of multipliers (ADMM) often exhibit linear convergence on coni…
math.OC2025
New Understandings and Computation on Augmented Lagrangian Methods for Low-Rank Semidefinite Programming
Lijun Ding, Haihao Lu, Jinwen Yang
Augmented Lagrangian Method (ALM) combined with Burer-Monteiro (BM) factorization, dubbed ALM-BM, offers a powerful approach for solving large-scale low-rank semidefinite programs…
math.OC2019
Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence
Vasileios Charisopoulos, Yudong Chen, Damek Davis +3
The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undes…