86 citations · 685 across the 45 of their papers we have counts for
7 papers · 1 filter
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…
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…
On the convergence of stochastic primal-dual hybrid gradient
Ahmet Alacaoglu, Olivier Fercoq, Volkan Cevher
In this paper, we analyze the recently proposed stochastic primal-dual hybrid gradient (SPDHG) algorithm and provide new theoretical results. In particular, we prove almost sure co…
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…
Improving Evolutionary Strategies with Generative Neural Networks
Louis Faury, Clement Calauzenes, Olivier Fercoq +1
Evolutionary Strategies (ES) are a popular family of black-box zeroth-order optimization algorithms which rely on search distributions to efficiently optimize a large variety of ob…
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…
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…