Three Recent Papers
"Relatively-Smooth Convex Optimization by First-Order Methods, and Applications," Lu, Haihao, Robert M. Freund, and Yurii Nesterov, submitted.
"An Extended Frank-Wolfe Method with "In-Face" Directions, and its Application to Low-Rank Matrix Completion." Freund, Robert M., Paul Grigas, and Rahul Mazumder. SIAM Journal on Optimization (2017), 1. pp 319-346
"New Computational Guarantees for Solving Convex Optimization Problems with First Order Methods, via a Function Growth Condition Measure." Freund, Robert M., and Haihao Lu., forthcoming in Mathematical Programming.
- Nonlinear optimization theory, applications, and computation -- current focus on algorithmic theory and practice of first-order methods
- Computational complexity of nonlinear optimization
- Interior-point methods in convex optimization
- Computational science
- Related mathematical systems
- Applied optimization in management and engineering
- Linear optimization
- Fixed-point methods