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math.OC2024
Efficient parameter-free restarted accelerated gradient methods for convex and strongly convex optimization
Arnesh Sujanani, Renato D. C. Monteiro
This paper develops a new parameter-free restarted method, namely RPF-SFISTA, and a new parameter-free aggressive regularization method, namely A-REG, for solving strongly convex a…
math.OC2024
A low-rank augmented Lagrangian method for large-scale semidefinite programming based on a hybrid convex-nonconvex approach
Renato D. C. Monteiro, Arnesh Sujanani, Diego Cifuentes
This paper introduces HALLaR, a new first-order method for solving large-scale semidefinite programs (SDPs) with bounded domain. HALLaR is an inexact augmented Lagrangian (AL) meth…