Primal-dual methods in online optimization give several of the state-of-the art results in both of the most common models: adversarial and stochastic/random order. Here we try to provide a more ...

Abstract: In this letter, the RLS adaptive algorithm is considered in the system identification setting. The RLS algorithm is regularized using a general convex function of the system impulse response ...

In this paper, we describe a new primal-dual path-following method to solve a convex quadratic program (QP). The derived algorithm is based on new techniques for finding a new class of search ...

Abstract: Solving optimization problems in multi-agent networks where each agent only has partial knowledge of the problem has become an increasingly important problem. In this paper, we consider the ...

Convex Group Limited, the international specialty insurer and reinsurer, has announced a new long-term ownership structure in which Onex Corporation will take a leading 63% stake and AIG will become a ...

We introduce a new class of convex penalty functions, called variational Gram functions (VGFs), that can promote pairwise relations, such as orthogonality among a set of vectors in a vector space.