15 citations · 26 across the 13 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
math.OC2016
Convergence of dual ascent in non-convex/non-differentiable optimization
Fredrik Andersson, Marcus Carlsson, Carl Olsson
We revisit the classical dual ascent algorithm for minimization of convex functionals in the presence of linear constraints, and give convergence results which apply even for non-c…
math.FA2016
Convex envelopes for fixed rank approximation
Fredrik Andersson, Marcus Carlsson, Carl Olsson
A convex envelope for the problem of finding the best approximation to a given matrix with a prescribed rank is constructed. This convex envelope allows the usage of traditional op…