62 citations · 315 across the 65 of their papers we have counts for
5 papers · 1 filter
Smooth Primal-Dual Coordinate Descent Algorithms for Nonsmooth Convex Optimization
Ahmet Alacaoglu, Quoc Tran-Dinh, Olivier Fercoq +1
We propose a new randomized coordinate descent method for a convex optimization template with broad applications. Our analysis relies on a novel combination of four ideas applied t…
Proximal Alternating Penalty Algorithms for Constrained Convex Optimization
Quoc Tran-Dinh
We develop two new proximal alternating penalty algorithms to solve a wide range class of constrained convex optimization problems. Our approach mainly relies on a novel combinatio…
Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs
Yuzixuan, Zhu, Gabor Pataki +1
We introduce Sieve-SDP, a simple facial reduction algorithm to preprocess semidefinite programs (SDPs). Sieve-SDP inspects the constraints of the problem to detect lack of strict f…
Self-concordant inclusions: A unified framework for path-following generalized Newton-type algorithms
Quoc Tran-Dinh, Tianxiao Sun, Shu Lu
We study a class of monotone inclusions called "self-concordant inclusion" which covers three fundamental convex optimization formulations as special cases. We develop a new genera…
Generalized Self-Concordant Functions: A Recipe for Newton-Type Methods
Tianxiao Sun, Quoc Tran-Dinh
We study the smooth structure of convex functions by generalizing a powerful concept so-called self-concordance introduced by Nesterov and Nemirovskii in the early 1990s to a broad…