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math.OC2014★ 32 cited
Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares
Mert Pilanci, Martin J. Wainwright
We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed…
cs.IT2014
Randomized Sketches of Convex Programs with Sharp Guarantees
Mert Pilanci, Martin J. Wainwright
Random projection (RP) is a classical technique for reducing storage and computational costs. We analyze RP-based approximations of convex programs, in which the original optimizat…