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Venkat Chandrasekaran

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Relative Entropy Relaxations for Signomial OptimizationSemidefinite Optimization, Approximation and Applications 20142014-09-24
Introduces a hierarchy of convex relaxations for signomial optimization that uses relative entropy to certify nonnegativity via AM–GM weights, defines SAGE…
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Computational and Statistical Tradeoffs via Convex RelaxationWorkshop on Succinct Data Representations and Applications (Simons Institute Big Data 2013)2013-09-16
Claim: with abundant IID data extra samples let one use sample mean then projection on successively weaker convex relaxations to cut runtime while keeping…
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