352 citations · 495 across the 43 of their papers we have counts for
Showing 2018Show all
3 papers · 1 filter
math.OC2018★ 1 cited
Adaptive Low-Nonnegative-Rank Approximation for State Aggregation of Markov Chains
Yaqi Duan, Mengdi Wang, Zaiwen Wen +1
This paper develops a low-nonnegative-rank approximation method to identify the state aggregation structure of a finite-state Markov chain under an assumption that the state space…
math.OC2018★ 9 cited
Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints
Jiang Hu, Bo Jiang, Lin Lin +2
In this paper, we study structured quasi-Newton methods for optimization problems with orthogonality constraints. Note that the Riemannian Hessian of the objective function require…
math.OC2018
A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization
Andre Milzarek, Xiantao Xiao, Shicong Cen +2
In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the…