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4 papers · 1 filter
Convex Optimization in Julia
Madeleine Udell, Karanveer Mohan, David Zeng +3
This paper describes Convex, a convex optimization modeling framework in Julia. Convex translates problems from a user-friendly functional language into an abstract syntax tree des…
Linear Convergence and Metric Selection for Douglas-Rachford Splitting and ADMM
Pontus Giselsson, Stephen Boyd
Recently, several convergence rate results for Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) have been presented in the literature. In this…
Bounding Duality Gap for Separable Problems with Linear Constraints
Madeleine Udell, Stephen Boyd
We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. Approximate solutions can be found…
Generalized Low Rank Models
Madeleine Udell, Corinne Horn, Reza Zadeh +1
Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data se…