2 papers
math.OC2016
An optimal first order method based on optimal quadratic averaging
Dmitriy Drusvyatskiy, Maryam Fazel, Scott Roy
In a recent paper, Bubeck, Lee, and Singh introduced a new first order method for minimizing smooth strongly convex functions. Their geometric descent algorithm, largely inspired b…
math.OC2016
Level-set methods for convex optimization
Aleksandr Y. Aravkin, James V. Burke, Dmitriy Drusvyatskiy +2
Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immedia…