3 citations · 7 across the 5 of their papers we have counts for
4 papers · 1 filter
Efficient Semidefinite Programming with approximate ADMM
Nikitas Rontsis, Paul J. Goulart, Yuji Nakatsukasa
Tenfold improvements in computation speed can be brought to the alternating direction method of multipliers (ADMM) for Semidefinite Programming with virtually no decrease in robust…
Optimal Approximation of Doubly Stochastic Matrices
Nikitas Rontsis, Paul J. Goulart
We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-k…
Accuracy of approximate projection to the semidefinite cone
Paul J. Goulart, Yuji Nakatsukasa, Nikitas Rontsis
When a projection of a symmetric or Hermitian matrix to the positive semidefinite cone is computed approximately (or to working precision on a computer), a natural question is to q…
An active-set algorithm for norm constrained quadratic problems
Nikitas Rontsis, Paul J. Goulart, Yuji Nakatsukasa
We present an algorithm for the minimization of a nonconvex quadratic function subject to linear inequality constraints and a two-sided bound on the 2-norm of its solution. The alg…