This paper introduces the Nyström preconditioned conjugate gradient (PCG) algorithm for solving a symmetric positive-definite linear system. The algorithm applies the randomized Nyström method to…
This paper develops a new storage-optimal algorithm that provably solves almost all semidefinite programs (SDPs). This method is particularly effective for weakly constrained SDPs under appropriate…
Low rank matrix recovery problems appear widely in statistics, combinatorics, and imaging. One celebrated method for solving these problems is to formulate and solve a semidefinite program (SDP). I…
This paper develops a novel limited-memory method to solve dynamic optimization problems. The memory requirements for such problems often present a major obstacle, particularly for problems with PD…