62 citations · 87 across the 19 of their papers we have counts for
5 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…
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…