5 papers
Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization
Frank E. Curtis, Daniel P. Robinson, Mohammadreza Samadi
A method is proposed for solving equality constrained nonlinear optimization problems involving twice continuously differentiable functions. The method employs a trust funnel appro…
Oracle Based Active Set Algorithm for Scalable Elastic Net Subspace Clustering
Chong You, Chun-Guang Li, Daniel P. Robinson +1
State-of-the-art subspace clustering methods are based on expressing each data point as a linear combination of other data points while regularizing the matrix of coefficients with…
Trading-Off Cost of Deployment Versus Accuracy in Learning Predictive Models
Daniel P. Robinson, Suchi Saria
Predictive models are finding an increasing number of applications in many industries. As a result, a practical means for trading-off the cost of deploying a model versus its effec…
A Reduced-Space Algorithm for Minimizing -Regularized Convex Functions
Tianyi Chen, Frank E. Curtis, Daniel P. Robinson
We present a new method for minimizing the sum of a differentiable convex function and an -norm regularizer. The main features of the new method include: an evolving…
A Flexible ADMM Algorithm for Big Data Applications
Daniel P. Robinson, Rachael E. H. Tappenden
We present a flexible Alternating Direction Method of Multipliers (F-ADMM) algorithm for solving optimization problems involving a strongly convex objective function that is separa…