Camilo Ortiz In this paper, we present an inexact block-decomposition (BD) first-order method for solving standard form conic semidefinite programming (SDP) which avoids computations of exact projections onto the manifold defined by the affine constraints and, as a result, is able to handle extra large SDP instances. The method is based on a two-block reformulation of the … Read more
This paper presents a new accelerated variant of Nesterov’s method for solving composite convex optimization problems in which certain acceleration parameters are adaptively (and aggressively) chosen so as to substantially improve its practical performance compared to existing accelerated variants while at the same time preserve the optimal iteration-complexity shared by these methods. Computational results are … Read more
In this paper, we consider a first-order block-decomposition method for minimizing the sum of a convex differentiable function with Lipschitz continuous gradient, and two other proper closed convex (possibly, nonsmooth) functions with easily computable resolvents. The method presented contains two important ingredients from a computational point of view, namely: an adaptive choice of stepsize for … Read more
In this paper, we consider block-decomposition first-order methods for solving large-scale conic semidefinite programming problems. Several ingredients are introduced to speed-up the method in its pure form such as: an aggressive choice of stepsize for performing the extragradient step; use of scaled inner products in the primal and dual spaces; dynamic update of the scaled … Read more