Sublinear time algorithms for approximate semidefinite programming
From MaRDI portal
Publication:304246
DOI10.1007/s10107-015-0932-zzbMath1346.90656OpenAlexW806902362MaRDI QIDQ304246
Publication date: 25 August 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0932-z
Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06) Randomized algorithms (68W20) Online algorithms; streaming algorithms (68W27)
Related Items
Finding Sparse Solutions for Packing and Covering Semidefinite Programs ⋮ Unnamed Item ⋮ Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs ⋮ Computational Methods for Solving Nonconvex Block-Separable Constrained Quadratic Problems ⋮ Generalized Conditional Gradient for Sparse Estimation ⋮ Scalable Semidefinite Programming
Cites Work
- User-friendly tail bounds for sums of random matrices
- Smoothing technique and its applications in semidefinite optimization
- A sublinear-time randomized approximation algorithm for matrix games
- A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems
- Online Learning and Online Convex Optimization
- Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Solving variational inequalities with Stochastic Mirror-Prox algorithm
- Subsampling Algorithms for Semidefinite Programming
- Sublinear optimization for machine learning
- A Simpler Approach to Matrix Completion
- Sparse Approximate Solutions to Semidefinite Programs
- Prediction, Learning, and Games
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- Unnamed Item
- Unnamed Item
- Unnamed Item