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MOR
2008
110views more  MOR 2008»
13 years 7 months ago
Alternating Projections on Manifolds
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 ...
Adrian S. Lewis, Jérôme Malick
MOR
2008
110views more  MOR 2008»
13 years 7 months ago
On the Low Rank Solutions for Linear Matrix Inequalities
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...
Wenbao Ai, Yongwei Huang, Shuzhong Zhang
MOR
2008
73views more  MOR 2008»
13 years 7 months ago
Separation of Nonconvex Sets with General Augmenting Functions
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...
Angelia Nedic, Asuman E. Ozdaglar
MOR
2010
108views more  MOR 2010»
13 years 6 months ago
Accuracy Certificates for Computational Problems with Convex Structure
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...
Arkadi Nemirovski, Shmuel Onn, Uriel G. Rothblum
MOR
2008
81views more  MOR 2008»
13 years 7 months ago
Risk Tuning with Generalized Linear Regression
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...