Abstract— We relax the monotonicity requirement of Lyapunov’s theorem to enlarge the class of functions that can provide certificates of stability. To this end, we propose two...
We present a new method for regularized convex optimization and analyze it under both online and stochastic optimization settings. In addition to unifying previously known firstor...
John Duchi, Shai Shalev-Shwartz, Yoram Singer, Amb...
The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximat...
In this paper, we consider estimating sparse inverse covariance of a Gaussian graphical model whose conditional independence is assumed to be partially known. Similarly as in [5],...
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...