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We study a family of (potentially non-convex) constrained optimization problems with convex composite structure.
Descent methods for composite nondifferentiable optimization problems
J. V. Burke · 1985
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Matrix Perturbation Theory
G. W. Stewart and J.-G. Sun · 1990
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An exact penalization viewpoint of constrained optimization
J. V. Burke · 1991
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Interior-point polynomial algorithms in convex programming
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Interior point methods in semidefinite programming with applications to combinatorial optimization
F. Alizadeh · 1995
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A gauss—newton method for convex composite optimization
J. V. Burke and M. C. Ferris · 1995
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Complementarity and nondegeneracy in semidefinite programming
F. Alizadeh, J.-P. A. Haeberly, and M. L. Overton · 1997
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On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues
G. Pataki · 1998
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Nonlinear programming
D. P. Bertsekas · 1999
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A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
S. Burer and R. D. Monteiro · 2003
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Convex Analysis and Nonlinear Optimization
J. Borwein and A. Lewis · 2006
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A proximal method for composite minimization
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Alternating projections on manifolds
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Optimization algorithms on matrix manifolds
P.-A. Absil, R. Mahony, and R. Sepulchre · 2009
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Alternating direction augmented lagrangian methods for semidefinite programming
Z. Wen, D. Goldfarb, and W. Yin · 2010
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A newton-cg augmented lagrangian method for semidefinite programming
X.-Y. Zhao, D. Sun, and K.-C. Toh · 2010
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Two proposals for robust pca using semidefinite programming
M. McCoy, J. A. Tropp, et al · 2011
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Angular synchronization by eigenvectors and semidefinite programming
A. Singer · 2011
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On the low-rank approach for semidefinite programs arising in synchronization and community detection
A. S. Bandeira, N. Boumal, and V. Voroninski · 2016
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Error bounds, quadratic growth, and linear convergence of proximal methods
D. Drusvyatskiy and A. Lewis · 2016
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Nonsmooth optimization using taylor-like models: error bounds, convergence, and termination criteria
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Matrix completion has no spurious local minimum
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Achieving exact cluster recovery threshold via semidefinite programming
B. Hajek, Y. Wu, and J. Xu · 2016
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