# Convex Optimization for Big Data

arXiv: https://arxiv.org/abs/1411.0972 · HTML: https://mlsanity.com/paper/1411.0972/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 4 Nov 2014.

## Built on by (most cited first, 4 of 4)

- [Nonlinear gradient mappings and stochastic optimization: A general framework with applications to heavy-tail noise](https://mlsanity.com/paper/2204.02593/) (2022)
- [Stochastic Approximation Beyond Gradient for Signal Processing and Machine Learning](https://mlsanity.com/paper/2302.11147/) (2023)
- [Provably Accelerated Decentralized Gradient Method Over Unbalanced Directed Graphs](https://mlsanity.com/paper/2107.12065/) (2021)
- [Accelerated nonlinear primal-dual hybrid gradient methods with applications to supervised machine learning](https://mlsanity.com/paper/2109.12222/) (2021)

## Abstract (arXiv)

This article reviews recent advances in convex optimization algorithms for Big Data, which aim to reduce the computational, storage, and communications bottlenecks. We provide an overview of this emerging field, describe contemporary approximation techniques like first-order methods and randomization for scalability, and survey the important role of parallel and distributed computation. The new Big Data algorithms are based on surprisingly simple principles and attain staggering accelerations even on classical problems.