Three Recent Papers
"An 'Oblivious' Ellipsoid Algorithm for Solving a System of (In)Feasible Linear Inequalities," with Jourdain Lamperski and Michael Todd, to appear in Mathematical Programming.
"Condition Number Analysis of Logistic Regression, and its Implications for Standard First-Order Solution Methods" Freund, R.M., Paul Grigas, and Rahul Mazumder, submitted.
"Generalized Stochastic Frank-Wolfe Algorithm with Stochastic “Substitute” Gradient for Structured Convex Optimization." Lu, Haihao, and Robert M. Freund, to appear 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