activity
20102021
most citedEfficient First-Order Methods for Linear Programming and Semidefinite Programming

15 citations · 30 across the 6 of their papers we have counts for

collaborators

8 papers

math.OC2021★ 1 cited

A Different Perspective On The Stochastic Convex Feasibility Problem

James Renegar, Song Zhou

We analyze a simple randomized subgradient method for approximating solutions to stochastic systems of convex functional constraints, the only input to the algorithm being the size…

math.OC2018

A Simple Nearly-Optimal Restart Scheme For Speeding-Up First Order Methods

James Renegar, Benjamin Grimmer

We present a simple scheme for restarting first-order methods for convex optimization problems. Restarts are made based only on achieving specified decreases in objective values, t…

math.OC2016

"Efficient" Subgradient Methods for General Convex Optimization

James Renegar

A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of itera…

math.OC2015

Accelerated First-Order Methods for Hyperbolic Programming

James Renegar

A framework is developed for applying accelerated methods to general hyperbolic programming, including linear, second-order cone, and semidefinite programming as special cases. The…

math.OC2015★ 9 cited

A Framework for Applying Subgradient Methods to Conic Optimization Problems

James Renegar

A framework is presented whereby a general convex conic optimization problem is transformed into an equivalent convex optimization problem whose only constraints are linear equatio…

math.OC2014★ 4 cited

A Polynomial-Time Affine-Scaling Method for Semidefinite and Hyperbolic Programming

James Renegar, Mutiara Sondjaja

We develop a natural variant of Dikin's affine-scaling method, first for semidefinite programming and then for hyperbolic programming in general. We match the best complexity bound…

math.OC2014★ 15 cited

Efficient First-Order Methods for Linear Programming and Semidefinite Programming

James Renegar

We present a simple transformation of any linear program or semidefinite program into an equivalent convex optimization problem whose only constraints are linear equations. The obj…

math.OC2010★ 1 cited

Central Swaths (A Generalization of the Central Path)

James Renegar

We develop a natural generalization to the notion of the central path -- a notion that lies at the heart of interior-point methods for convex optimization. The generalization is ac…