Matthew Hough

Data-Dependent Complexity of First-Order Methods for Binary Classification

  • Matthew Hough
  • Stephen A. Vavasis
    • Categories Convex Optimization, Optimization in Data Science Tags , , ,

    Large-scale problems in data science are often modeled with optimization, and the optimization model is usually solved with first-order methods that may converge at a sublinear rate. Therefore, it is of interest to terminate the optimization algorithm as soon as the underlying data science task is accomplished. We consider FISTA for solving two binary classification … Read more

    A Primal-Dual Frank-Wolfe Algorithm for Linear Programming

  • Matthew Hough
  • Stephen A. Vavasis
    • Categories Linear Programming Tags , , ,

    We present two first-order primal-dual algorithms for solving saddle point formulations of linear programs, namely FWLP (Frank-Wolfe Linear Programming) and FWLP-P. The former iteratively applies the Frank-Wolfe algorithm to both the primal and dual of the saddle point formulation of a standard-form LP. The latter is a modification of FWLP in which regularizing perturbations are … Read more