Reading List - 2015.5.31

1. Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding
A theoretical paper for scs solver in cvx.
The main contribution and final algorithm:

2. Graph Implementations for Nonsmoooth Convex Programs
A general idea of transform problems into graph implementation form and automate the transformation of a problem into standard form for a particular solver.
Main contribution and idea:

3. Randomized algorithms for matrices and data
A very technical paper and not easy to understand. The main idea is reduce the dimension of the matrix using either random sampling or random projection algorithms.
For a simple case of LS approximation, the idea is: