4 papers
Approximate methods for phase retrieval via gauge duality
Ron Estrin, Yifan Sun, Halyun Jeong +1
We consider the problem of finding a low rank symmetric matrix satisfying a system of linear equations, as appears in phase retrieval. In particular, we solve the gauge dual formul…
A perturbation view of level-set methods for convex optimization
Ron Estrin, Michael P. Friedlander
Level-set methods for convex optimization are predicated on the idea that certain problems can be parameterized so that their solutions can be recovered as the limiting process of…
Implementing a smooth exact penalty function for general constrained nonlinear optimization
Ron Estrin, Michael Friedlander, Dominique Orban +1
We build upon Estrin et al. (2019) to develop a general constrained nonlinear optimization algorithm based on a smooth penalty function proposed by Fletcher (1970, 1973b). Although…
Implementing a smooth exact penalty function for equality-constrained nonlinear optimization
Ron Estrin, Michael P. Friedlander, Dominique Orban +1
We develop a general equality-constrained nonlinear optimization algorithm based on a smooth penalty function proposed by Fletcher (1970). Although it was historically considered t…