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math.OC2013★ 3 cited
An Inexact Proximal Path-Following Algorithm for Constrained Convex Minimization
Quoc Tran Dinh, Anastasios Kyrillidis, Volkan Cevher
Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class wh…
math.OC2013★ 12 cited
Randomized Low-Memory Singular Value Projection
Stephen Becker, Volkan Cevher, Anastasios Kyrillidis
Affine rank minimization algorithms typically rely on calculating the gradient of a data error followed by a singular value decomposition at every iteration. Because these two step…