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math.OC2022
Linear optimization over homogeneous matrix cones
Levent Tunçel, Lieven Vandenberghe
A convex cone is homogeneous if its automorphism group acts transitively on the interior of the cone, i.e., for every pair of points in the interior of the cone, there exists a con…
math.OC2019
Regularized Diffusion Adaptation via Conjugate Smoothing
Stefan Vlaski, Lieven Vandenberghe, Ali H. Sayed
The purpose of this work is to develop and study a distributed strategy for Pareto optimization of an aggregate cost consisting of regularized risks. Each risk is modeled as the ex…
math.OC2016
Semidefinite representations of gauge functions for structured low-rank matrix decomposition
Hsiao-Han Chao, Lieven Vandenberghe
This paper presents generalizations of semidefinite programming formulations of 1-norm optimization problems over infinite dictionaries of vectors of complex exponentials, which we…