Pages that link to "Item:Q3770288"
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The following pages link to Dual gauge programs, with applications to quadratic programming and the minimum-norm problem (Q3770288):
Displaying 15 items.
- Applications of gauge duality in robust principal component analysis and semidefinite programming (Q341322) (← links)
- Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming (Q1290596) (← links)
- A recursive algorithm for finding the minimum norm point in a polytope and a pair of closest points in two polytopes (Q1315417) (← links)
- Applications of optimization methods to robust stability of linear systems (Q1331112) (← links)
- Duality of nonconvex optimization with positively homogeneous functions (Q1616938) (← links)
- Screening for a reweighted penalized conditional gradient method (Q2165597) (← links)
- On local coincidence of a convex set and its tangent cone (Q2260651) (← links)
- Low-rank spectral optimization via gauge duality (Q2811991) (← links)
- On certain optimization problems related to matrix norms (Q2836073) (← links)
- Delta Minors, Delta Free Clutters, and Entanglement (Q3177442) (← links)
- Convex Geometry of the Generalized Matrix-Fractional Function (Q4577745) (← links)
- Foundations of Gauge and Perspective Duality (Q5376451) (← links)
- Radial duality. I: Foundations (Q6126644) (← links)
- Radial duality. II: Applications and algorithms (Q6126645) (← links)
- No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization (Q6126650) (← links)
