CAAM 654: Sparse Optimization

Papers for after-class reading

Course related papers are under Lectures. This list of papers will grow over the semester of Fall 2012.

1. Some non-classical methods for SDPs (and for nuclear-norm minimization)

   1. S. Burer and R. D. C. Monteiro, A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization, Math. Program., 95:329–357, 2003.

   2. LMaFit

   3. Z. Wen, D. Goldfarb, and W. Yin. Alternating direction augmented Lagrangian methods for semidefinite programming. Math. Program. Comput., 2(3-4):203–230, 2010.

   4. K. Fountoulakis, J. Gondzio, P. Zhlobich. Matrix-free interior point method for compressed sensing problems, 2012.