We prove that if two smooth manifolds intersect transversally, then the method of alternating projections converges locally at a linear rate. We bound the speed of convergence in ...
In this paper we present a polynomial-time procedure to find a low rank solution for a system of Linear Matrix Inequalities (LMI). The existence of such a low rank solution was sh...
In this paper, we consider two geometric optimization problems that are dual to each other and characterize conditions under which the optimal values of the two problems are equal...
The goal of the current paper is to introduce the notion of certificates which verify the accuracy of solutions of computational problems with convex structure; such problems inc...
A framework is set up in which linear regression, as a way of approximating a random variable by other random variables, can be carried out in a variety of ways, which moreover ca...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...