103 citations · 384 across the 41 of their papers we have counts for
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Tight Computationally Efficient Approximation of Matrix Norms with Applications
Anatoli Juditsky, Georgios Kotsalis, Arkadi Nemirovski
We address the problems of computing operator norms of matrices induced by given norms on the argument and the image space. It is known that aside of a fistful of "solvable cases,"…
Aggregating estimates by convex optimization
Anatoli Juditsky, Arkadi Nemirovski
We discuss the approach to estimate aggregation and adaptive estimation based upon (nearly optimal) testing of convex hypotheses. We show that in the situation where the observatio…
On Well-Structured Convex-Concave Saddle Point Problems and Variational Inequalities with Monotone Operators
Anatoli Juditsky, Arkadi Nemirovski
For those acquainted with CVX (aka disciplined convex programming) of M. Grant and S. Boyd, the motivation of this work is the desire to extend the scope of CVX beyond convex minim…