Three Recent Papers
"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, forthcoming.
"New Computational Guarantees for Solving Convex Optimization Problems with First Order Methods, via a Function Growth Condition Measure." Freund, Robert M., and Haihao Lu., submitted.
"A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives." Freund, Robert M., Paul Grigas and Rahul Mazumder. Annals of Statistics, Forthcoming.
- 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