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math.OC2023★ 2 cited
An Overview and Comparison of Spectral Bundle Methods for Primal and Dual Semidefinite Programs
Feng-Yi Liao, Lijun Ding, Yang Zheng
The spectral bundle method developed by Helmberg and Rendl is well-established for solving large-scale semidefinite programs (SDPs) in the dual form, especially when the SDPs admit…
math.OC2023
Sharpness and well-conditioning of nonsmooth convex formulations in statistical signal recovery
Lijun Ding, Alex L. Wang
We study a sample complexity vs. conditioning tradeoff in modern signal recovery problems (including sparse recovery, low-rank matrix sensing, covariance estimation, and abstract p…