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math.OC2013
Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding
Brendan O'Donoghue, Eric Chu, Neal Parikh +1
We introduce a first order method for solving very large convex cone programs. The method uses an operator splitting method, the alternating directions method of multipliers, to so…
eess.SY2013★ 3 cited
Linear models based on noisy data and the Frisch scheme
Lipeng Ning, Tryphon T. Georgiou, Allen Tannenbaum +1
We address the problem of identifying linear relations among variables based on noisy measurements. This is, of course, a central question in problems involving "Big Data." Often a…