62 citations · 87 across the 6 of their papers we have counts for
9 papers · 1 filter
Three Operator Splitting with a Nonconvex Loss Function
Alp Yurtsever, Varun Mangalick, Suvrit Sra
We consider the problem of minimizing the sum of three functions, one of which is nonconvex but differentiable, and the other two are convex but possibly nondifferentiable. We inve…
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…
Inertial Three-Operator Splitting Method and Applications
Volkan Cevher, Bang Cong Vu, Alp Yurtsever
We introduce an inertial variant of the forward-Douglas-Rachford splitting and analyze its convergence. We specify an instance of the proposed method to the three-composite convex…
An Optimal-Storage Approach to Semidefinite Programming using Approximate Complementarity
Lijun Ding, Alp Yurtsever, Volkan Cevher +2
This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly con…
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…