D. Goldfarb

发表

A family of variable-metric methods derived by variational means

D. Goldfarb, 1970 .

Steepest-edge simplex algorithms for linear programming

Donald Goldfarb, John J. H. Forrest, D. Goldfarb, 1992, Math. Program..

USING THE STEEPEST-EDGE SIMPLEX ALGORITHM TO SOLVE SPARSE LINEAR PROGRAMS

D. Goldfarb, 1976 .

Optimal estimation of Jacobian and Hessian matrices that arise in finite difference calculations

P. Toint, D. Goldfarb, 1984 .

A practicable steepest-edge simplex algorithm

Donald Goldfarb, John K. Reid, J. Reid, 1977, Math. Program..

Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints

D. Goldfarb, 1969 .

A numerically stable dual method for solving strictly convex quadratic programs

Donald Goldfarb, Ashok U. Idnani, D. Goldfarb, 1983, Math. Program..

Dual and primal-dual methods for solving strictly convex quadratic programs

D. Goldfarb, A. Idnani, 1982 .

Fixed point and Bregman iterative methods for matrix rank minimization

Shiqian Ma, Donald Goldfarb, Lifeng Chen, 2009, Math. Program..

Fast First-Order Methods for Stable Principal Component Pursuit

N. S. Aybat, D. Goldfarb, G. Iyengar, 2011, 1105.2126.

Factorized variable metric methods for unconstrained optimization

D. Goldfarb, 1976 .

Fixed point and Bregman iterative methods for matrix rank

D. Goldfarb, Shiqian Ma, Lifeng Chen, 2009 .

On parametric semidefinite programming

D. Goldfarb, K. Scheinberg, 1999 .

Solving low-rank matrix completion problems efficiently

D. Goldfarb, Shiqian Ma, Z. Wen, 2009, 2009 47th Annual Allerton Conference on Communication, Control, and Computing (Allerton).

Chapter II Linear programming

M. Todd, D. Goldfarb, 1989 .

Conjugate Gradient Method for Nonlinear Programming Problems with Linear Constraints

D. Goldfarb, L. Lapidus, 1968 .

Random Walk Distributed Dual Averaging Method For Decentralized Consensus Optimization

D. Goldfarb, Cun Mu, Martin Renqiang Min, 2015 .

Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization pdf

Shiqian Ma, Wei Liu, Xiao Wang, 2014, SIAM J. Optim..

On the Bartels—Golub decomposition for linear programming bases

Donald Goldfarb, D. Goldfarb, 1977, Math. Program..

Robust convex quadratically constrained programs

Donald Goldfarb, Garud Iyengar, D. Goldfarb, 2003, Math. Program..

CORC Technical Report TR-2002-03 Robust portfolio selection problems

D. Goldfarb, G. Iyengar, 2002 .

Robust Portfolio Selection Problems

Donald Goldfarb, Garud Iyengar, D. Goldfarb, 2003, Math. Oper. Res..

A Fast Algorithm for Sparse Reconstruction Based on Shrinkage, Subspace Optimization, and Continuation

Yin Zhang, Wotao Yin, Donald Goldfarb, 2010, SIAM J. Sci. Comput..

Square Deal : Lower Bounds and Improved Convex Relaxations for Tensor Recovery

John Wright, D. Goldfarb, Cun Mu, 2015 .

The Ellipsoid Method: A Survey

Michael J. Todd, Donald Goldfarb, Robert G. Bland, 1980 .

Modifications and Implementation of the Shor-Khachian Algorithm for Linear Programming

M. Todd, D. Goldfarb, 1980 .

Numerically stable LDLT factorizations in interior point methods for convex quadratic programming

D. Goldfarb, K. Scheinberg, 2008 .

Bregman Iterative Algorithms for \ell1-Minimization with Applications to Compressed Sensing

Wotao Yin, Jérôme Darbon, Stanley Osher, 2008, SIAM J. Imaging Sci..

Total Variation Based Image Cartoon-Texture Decomposition

S. Osher, D. Goldfarb, W. Yin, 2005 .

Second-order cone programming

Donald Goldfarb, Farid Alizadeh, D. Goldfarb, 2003, Math. Program..

Robust Low-Rank Tensor Recovery: Models and Algorithms

Donald Goldfarb, Zhiwei Qin, D. Goldfarb, 2013, SIAM J. Matrix Anal. Appl..

An O(n3L) primal interior point algorithm for convex quadratic programming

Donald Goldfarb, Shucheng Liu, D. Goldfarb, 1991, Math. Program..

Convergence of Fixed-Point Continuation Algorithms for Matrix Rank Minimization

Shiqian Ma, Donald Goldfarb, D. Goldfarb, 2009, Found. Comput. Math..

Efficient algorithms for robust and stable principal component pursuit problems

Shiqian Ma, Necdet Serhat Aybat, Donald Goldfarb, 2013, Comput. Optim. Appl..

Greedy Approaches to Symmetric Orthogonal Tensor Decomposition pdf

Donald Goldfarb, Daniel J. Hsu, Cun Mu, 2017, SIAM J. Matrix Anal. Appl..

Efficient dual simplex algorithms for the assignment problem

Donald Goldfarb, D. Goldfarb, 1986, Math. Program..

On the Complexity of the Simplex Method

Donald Goldfarb, D. Goldfarb, 1994 .

Fast alternating linearization methods for minimizing the sum of two convex functions

Shiqian Ma, Katya Scheinberg, Donald Goldfarb, 2009, Math. Program..

Efficient Shortest Path Simplex Algorithms

Donald Goldfarb, Jianxiu Hao, Sheng-Roan Kai, 1990, Oper. Res..

A self-correcting version of Karmarkar's algorithm

Sanjay Mehrotra, D. Goldfarb, 1989 .

Stochastic Block BFGS: Squeezing More Curvature out of Data

Robert M. Gower, Peter Richtárik, Donald Goldfarb, 2016, ICML.

Sparse Inverse Covariance Selection via Alternating Linearization Methods

Shiqian Ma, Katya Scheinberg, Donald Goldfarb, 2010, NIPS.

ROW BY ROW METHODS FOR SEMIDEFINITE PROGRAMMING

D. Goldfarb, K. Scheinberg, Z. Wen, 2009 .

Block Coordinate Descent Methods for Semidefinite Programming

Katya Scheinberg, Donald Goldfarb, Zaiwen Wen, 2012 .

Modification Methods for Inverting Matrices and Solving Systems of Linear Algebraic Equations

D. Goldfarb, 1972 .

Curvilinear path steplength algorithms for minimization which use directions of negative curvature

Donald Goldfarb, D. Goldfarb, 1980, Math. Program..

Matrix factorizations in optimization of nonlinear functions subject to linear constraints

Donald Goldfarb, D. Goldfarb, 1976, Math. Program..

Provable Low-Rank Tensor Recovery

John Wright, D. Goldfarb, Cun Mu, 2014 .

Efficient block-coordinate descent algorithms for the Group Lasso

Katya Scheinberg, Donald Goldfarb, Zhiwei Qin, 2013, Math. Program. Comput..

Fast Multiple-Splitting Algorithms for Convex Optimization

Shiqian Ma, Donald Goldfarb, D. Goldfarb, 2009, SIAM J. Optim..

A relaxed version of Karmarkar's method

Sanjay Mehrotra, Donald Goldfarb, Sanjay Mehrotra, 1988, Math. Program..

Unbiased Simulation for Optimizing Stochastic Function Compositions

J. Blanchet, D. Goldfarb, G. Iyengar, 2017, 1711.07564.

Alternating direction augmented Lagrangian methods for semidefinite programming

Wotao Yin, Donald Goldfarb, Zaiwen Wen, 2010, Math. Program. Comput..

Product-form Cholesky factorization in interior point methods for second-order cone programming

Katya Scheinberg, Donald Goldfarb, D. Goldfarb, 2005, Math. Program..

On the convergence of an active-set method for ℓ1 minimization

Wotao Yin, Donald Goldfarb, Hongchao Zhang, 2012, Optim. Methods Softw..

Solving Structured Convex Quadratic Programs by Interior Point Methods with Application to Support Vector Machines and Portfolio Optimization ∗

D. Goldfarb, K. Scheinberg, 2005 .

An Iterative Regularization Method for Total Variation-Based Image Restoration

Wotao Yin, Stanley Osher, Martin Burger, 2005, Multiscale Model. Simul..

Modifications and implementation of the ellipsoid algorithm for linear programming

Michael J. Todd, Donald Goldfarb, M. Todd, 1982, Math. Program..

Successive Rank-One Approximations for Nearly Orthogonally Decomposable Symmetric Tensors

Donald Goldfarb, Daniel J. Hsu, Cun Mu, 2015, SIAM J. Matrix Anal. Appl..

An alternating direction method for total variation denoising

Shiqian Ma, Donald Goldfarb, Zhiwei Qin, 2011, Optim. Methods Softw..

The Total Variation Regularized L1 Model for Multiscale Decomposition

Wotao Yin, Stanley Osher, Donald Goldfarb, 2007, Multiscale Model. Simul..

Exploiting special structure in a primal—dual path-following algorithm

Donald Goldfarb, In Chan Choi, D. Goldfarb, 1993, Math. Program..

Worst case behavior of the steepest edge simplex method

William Y. Sit, Donald Goldfarb, D. Goldfarb, 1979, Discret. Appl. Math..

Strongly polynomial dual simplex methods for the maximum flow problem

Ronald D. Armstrong, Wei Chen, Donald Goldfarb, 1998, Math. Program..

Variable metric and conjugate direction methods in unconstrained optimization: recent developments

D. Goldfarb, 1972, ACM Annual Conference.

Provable Models for Robust Low-Rank Tensor Completion

John Wright, D. Goldfarb, Cun Mu, 2015 .

RICE UNIVERSITY CAAM TECHNICAL REPORT TR06-16 THE TOTAL VARIATION REGULARIZED L MODEL FOR MULTISCALE DECOMPOSITION

S. Osher, D. Goldfarb, 2006 .

Semi-Stochastic Frank-Wolfe Algorithms with Away-Steps for Block-Coordinate Structure Problems

D. Goldfarb, G. Iyengar, Chao Zhou, 2016, 1602.01543.

Relaxed variants of Karmarkar's algorithm for linear programs with unknown optimal objective value

Sanjay Mehrotra, Donald Goldfarb, Sanjay Mehrotra, 1988, Math. Program..

The Ellipsoid Method: A Survey

M. Todd, D. Goldfarb, R. Bland, 1980 .

An Adaptive Mini-Block Fisher Method for Deep Neural Networks

D. Goldfarb, Achraf Bahamou, Yi Ren, 2022, 2202.04124.

The Total Variation Regularized L1 Model for Multiscale Decomposition

S. Osher, D. Goldfarb, W. Yin, 2007, Multiscale Model. Simul..

A Mini-Block Fisher Method for Deep Neural Networks

D. Goldfarb, Achraf Bahamou, Yi Ren, 2022, 2202.04124.

Using negative curvature in solving nonlinear programs

D. Goldfarb, Cun Mu, J. Wright, 2017, Computational Optimization and Applications.

Fast alternating linearization methods for minimizing the sum of two convex functions

D. Goldfarb, K. Scheinberg, Shiqian Ma, 2012, Mathematical Programming.

Accelerated Linearized Bregman Method

D. Goldfarb, Shiqian Ma, Bo Huang, 2012, Journal of Scientific Computing.

Fast First-Order Methods for Composite Convex Optimization with Backtracking

D. Goldfarb, K. Scheinberg, Xiaodi Bai, 2014, Foundations of Computational Mathematics.

Efficient algorithms for robust and stable principal component pursuit problems

N. S. Aybat, D. Goldfarb, Shiqian Ma, 2013, Computational Optimization and Applications.

Algorithms for sparse and low-rank optimization: convergence, complexity and applications

Shiqian Ma, Donald Goldfarb, D. Goldfarb, 2011 .

A Dynamic Sampling Adaptive-SGD Method for Machine Learning

D. Goldfarb, Achraf Bahamou, 2019, ArXiv.

Scalable Robust Matrix Recovery: Frank-Wolfe Meets Proximal Methods

John Wright, Donald Goldfarb, Yuqian Zhang, 2014, SIAM J. Sci. Comput..

Fast First-Order Methods for Composite Convex Optimization with Backtracking

Katya Scheinberg, Donald Goldfarb, Xi Bai, 2014, Found. Comput. Math..

Accelerated Linearized Bregman Method

Shiqian Ma, Bo Huang, Donald Goldfarb, 2011, J. Sci. Comput..

TR-2004-11 Robust Active Portfolio Management ∗

D. Goldfarb, G. Iyengar, E. Erdogan, 2008 .

Square Deal: Lower Bounds and Improved Relaxations for Tensor Recovery pdf

Bo Huang, John Wright, Donald Goldfarb, 2013, ICML.

2 A Variable-Splitting Augmented Lagrangian Framework pdf

Donald Goldfarb, Zhiwei Qin, D. Goldfarb, 2011 .

A primal simplex algorithm that solves the maximum flow problem in at mostnm pivots and O(n2m) time

Donald Goldfarb, Jianxiu Hao, D. Goldfarb, 1990, Math. Program..

Anti-stalling pivot rules for the network simplex algorithm

Donald Goldfarb, Jianxiu Hao, Sheng-Roan Kai, 1990, Networks.

Using negative curvature in solving nonlinear programs

John Wright, Donald Goldfarb, Cun Mu, 2017, Comput. Optim. Appl..

On strongly polynomial variants of the network simplex algorithm for the maximum flow problem

Donald Goldfarb, Jianxiu Hao, D. Goldfarb, 1991, Oper. Res. Lett..

A computational comparison of the dinic and network simplex methods for maximum flow

Donald Goldfarb, Michael D. Grigoriadis, D. Goldfarb, 1988 .

Intellectual Disability Etiologies and Associated Psychiatric Disorders

D. Goldfarb, A. Frankel, 2007 .

A comparison of three total variation based texture extraction models

Wotao Yin, Stanley Osher, Donald Goldfarb, 2007, J. Vis. Commun. Image Represent..

Parametric Maximum Flow Algorithms for Fast Total Variation Minimization

Wotao Yin, Donald Goldfarb, D. Goldfarb, 2009, SIAM J. Sci. Comput..

Feature Article - The Ellipsoid Method: A Survey

Michael J. Todd, Donald Goldfarb, Robert G. Bland, 1981, Oper. Res..

A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming

Katya Scheinberg, Donald Goldfarb, D. Goldfarb, 2004, Math. Program..

Generating conjugate directions without line searches using factorized variable metric updating formulas

Donald Goldfarb, D. Goldfarb, 1977, Math. Program..

A Modified Barrier-Augmented Lagrangian Method for Constrained Minimization

Katya Scheinberg, Donald Goldfarb, R. Polyak, 1999, Comput. Optim. Appl..

TR-2004-11 Robust Portfolio Management

G. Iyengar, D. Goldfarb, G. Iyengar, 2004 .

Interior-point ℓ2-penalty methods for nonlinear programming with strong global convergence properties

Donald Goldfarb, Lifeng Chen, D. Goldfarb, 2006, Math. Program..

Efficient primal algorithms for strictly convex quadratic programs

Donald Goldfarb, D. Goldfarb, 1986 .

Random Walk Distributed Dual Averaging Method For Decentralized Consensus Optimization

D. Goldfarb, Cun Mu, Martin Renqiang Min, 2015 .

Tensor Normal Training for Deep Learning Models pdf

Donald Goldfarb, Yi Ren, Yi Ren, 2021, NeurIPS.

Practical Quasi-Newton Methods for Training Deep Neural Networks pdf

Donald Goldfarb, Yi Ren, Achraf Bahamou, 2020, NeurIPS.

Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions

Wenbo Gao, Donald Goldfarb, D. Goldfarb, 2016, Optim. Methods Softw..

Stochastic Adaptive Quasi-Newton Methods for Minimizing Expected Values

Wenbo Gao, Donald Goldfarb, Chaoxu Zhou, 2017, ICML.

ADMM for multiaffine constrained optimization

Wenbo Gao, Donald Goldfarb, Frank E. Curtis, 2018, Optim. Methods Softw..

Interior Point Trajectories in Semidefinite Programming

Katya Scheinberg, Donald Goldfarb, D. Goldfarb, 1998, SIAM J. Optim..

A Curvilinear Search Method for p-Harmonic Flows on Spheres

Wotao Yin, Donald Goldfarb, Zaiwen Wen, 2009, SIAM J. Imaging Sci..

A Mini-Block Natural Gradient Method for Deep Neural Networks

D. Goldfarb, Achraf Bahamou, Yi Ren, 2022, arXiv.org.

Kronecker-factored Quasi-Newton Methods for Convolutional Neural Networks

Yi Ren, D. Goldfarb, 2021, ArXiv.

Efficient Subsampled Gauss-Newton and Natural Gradient Methods for Training Neural Networks pdf

Yi Ren, Donald Goldfarb, Yi Ren, 2019, ArXiv.

Image Cartoon-Texture Decomposition and Feature Selection Using the Total Variation Regularized L1 Functional

Wotao Yin, Stanley Osher, Donald Goldfarb, 2005, VLSM.

Data-Parallel Implementations of Dense Simplex Methods on the Connection Machine CM-2

Donald Goldfarb, Lazaros Polymenakos, I. Ilkay Boduroglu, 1995, INFORMS J. Comput..

Leader Stochastic Gradient Descent for Distributed Training of Deep Learning Models

Wenbo Gao, Donald Goldfarb, Adrian Weller, 2019, NeurIPS.

Second-order Cone Programming Methods for Total Variation-Based Image Restoration

Wotao Yin, Donald Goldfarb, D. Goldfarb, 2005, SIAM J. Sci. Comput..

Shortest path algorithms using dynamic breadth-first search

Donald Goldfarb, Jianxiu Hao, Sheng-Roan Kai, 1991, Networks.

An interior-point piecewise linear penalty method for nonlinear programming

Donald Goldfarb, Lifeng Chen, D. Goldfarb, 2011, Math. Program..

A Line Search Multigrid Method for Large-Scale Nonlinear Optimization

Donald Goldfarb, Zaiwen Wen, D. Goldfarb, 2009, SIAM J. Optim..

A LINE SEARCH MULTIGRID METHOD FOR LARGE-SCALE CONVEX OPTIMIZATION

DONALD GOLDFARB, D. Goldfarb, Z. Wen, 2007 .

Increasing Iterate Averaging for Solving Saddle-Point Problems

Donald Goldfarb, Christian Kroer, Yuan Gao, 2019, AAAI.

On the Complexity of a Class of Projective Interior Point Methods

Donald Goldfarb, Dong X. Shaw, D. Goldfarb, 1995, Math. Oper. Res..

A Path-Following Projective Interior Point Method for Linear Programming

Dong X. Shaw, DONG X. SHAW, DONALD GOLDFARB, 1994, SIAM J. Optim..

A primal projective interior point method for linear programming

Donald Goldfarb, Dong Xiao, D. Goldfarb, 1991, Math. Program..

Block BFGS Methods

Wenbo Gao, Donald Goldfarb, D. Goldfarb, 2016, SIAM J. Optim..

On the Maximum Capacity Augmentation Algorithm for the Maximum Flow Problem

Donald Goldfarb, Jianxiu Hao, D. Goldfarb, 1993, Discret. Appl. Math..

TR-2002-04 Robust convex quadratically constrained programs ∗

G. Iyengar, D. Goldfarb, G. Iyengar, 2002 .

Second-order cone programming

D. Goldfarb, F. Alizadeh, 2003, Math. Program..

Partial-Update Newton Methods for Unary, Factorable, and Partially Separable Optimization

Donald Goldfarb, Siyun Wang, D. Goldfarb, 1993, SIAM J. Optim..

A Logarithmic Barrier Function Algorithm for Quadratically Constrained Convex Quadratic Programming

Donald Goldfarb, Shucheng Liu, Siyun Wang, 1991, SIAM J. Optim..

A new scaling algorithm for the minimum cost network flow problem

Donald Goldfarb, Zhiying Jin, D. Goldfarb, 1999, Oper. Res. Lett..

Matrix factorizations in optimization of nonlinear functions subject to linear constraints

D. Goldfarb, 1976, Math. Program..

Structured Sparsity via Alternating Direction Methods

D. Goldfarb, Zhiwei Qin, 2011, J. Mach. Learn. Res..

AN ACTIVE SET METHOD FOR MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS

DONALD GOLDFARB, D. Goldfarb, Lifeng Chen, 2007 .

Second-order cone programming

D. Goldfarb, F. Alizadeh, 2003, Math. Program..