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20152024
most citedSDNA: Stochastic Dual Newton Ascent for Empirical Risk Minimization

43 citations · 83 across the 10 of their papers we have counts for

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12 papers · 1 filter

math.OC20204 cited

Random extrapolation for primal-dual coordinate descent

Ahmet Alacaoglu, Olivier Fercoq, Volkan Cevher

We introduce a randomly extrapolated primal-dual coordinate descent method that adapts to sparsity of the data matrix and the favorable structures of the objective function. Our me…

math.OC2019

Scalable Semidefinite Programming

Alp Yurtsever, Joel A. Tropp, Olivier Fercoq +2

Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct ra…

math.OC20192 cited

Linear convergence of dual coordinate descent on non-polyhedral convex problems

Ion Necoara, Olivier Fercoq

This paper deals with constrained convex problems, where the objective function is smooth strongly convex and the feasible set is given as the intersection of a large number of clo…

math.OC201911 cited

Almost surely constrained convex optimization

Olivier Fercoq, Ahmet Alacaoglu, Ion Necoara +1

We propose a stochastic gradient framework for solving stochastic composite convex optimization problems with (possibly) infinite number of linear inclusion constraints that need t…

math.OC201911 cited

A Conditional Gradient-Based Augmented Lagrangian Framework

Alp Yurtsever, Olivier Fercoq, Volkan Cevher

This paper considers a generic convex minimization template with affine constraints over a compact domain, which covers key semidefinite programming applications. The existing cond…

math.OC2019

Stochastic Frank-Wolfe for Composite Convex Minimization

Francesco Locatello, Alp Yurtsever, Olivier Fercoq +1

A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to so…