1.2k citations · 3.4k across the 72 of their papers we have counts for
4 papers · 2 filters
OSQP: An Operator Splitting Solver for Quadratic Programs
Bartolomeo Stellato, Goran Banjac, Paul Goulart +2
We present a general-purpose solver for convex quadratic programs based on the alternating direction method of multipliers, employing a novel operator splitting technique that requ…
A Rewriting System for Convex Optimization Problems
Akshay Agrawal, Robin Verschueren, Steven Diamond +1
We describe a modular rewriting system for translating optimization problems written in a domain-specific language to forms compatible with low-level solver interfaces. Translation…
On the convergence of mirror descent beyond stochastic convex programming
Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos +2
In this paper, we examine the convergence of mirror descent in a class of stochastic optimization problems that are not necessarily convex (or even quasi-convex), and which we call…
General Heuristics for Nonconvex Quadratically Constrained Quadratic Programming
Jaehyun Park, Stephen Boyd
We introduce the Suggest-and-Improve framework for general nonconvex quadratically constrained quadratic programs (QCQPs). Using this framework, we generalize a number of known met…