62 citations · 87 across the 16 of their papers we have counts for
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math.OC2017★ 62 cited
Sketchy Decisions: Convex Low-Rank Matrix Optimization with Optimal Storage
Alp Yurtsever, Madeleine Udell, Joel A. Tropp +1
This paper concerns a fundamental class of convex matrix optimization problems. It presents the first algorithm that uses optimal storage and provably computes a low-rank approxima…
math.OC2017★ 13 cited
Stochastic Three-Composite Convex Minimization
Alp Yurtsever, Bang Cong Vu, Volkan Cevher
We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong c…