9 citations · 16 across the 8 of their papers we have counts for
8 papers · 1 filter
A counterexample to global convergence of classical DFP under the standard strong Wolfe conditions
Benqi Liu, Zichen Wang, Zaiwen Wen +2
A long-standing open question in quasi-Newton optimization asks whether the classical Davidon--Fletcher--Powell (DFP) method converges globally on uniformly convex objectives when…
The Error in Multivariate Linear Extrapolation with Applications to Derivative-Free Optimization
Liyuan Cao, Zaiwen Wen, Ya-xiang Yuan
We study in this paper the function approximation error of multivariate linear extrapolation. The sharp error bound of linear interpolation already exists in the literature. Howeve…
A Brief Introduction to Manifold Optimization
Jiang Hu, Xin Liu, Zaiwen Wen +1
Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usua…
Low-rank Matrix Optimization Using Polynomial-filtered Subspace Extraction
Yongfeng Li, Haoyang Liu, Zaiwen Wen +1
In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional firs…
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…
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…
A Semi-smooth Newton Method for Solving Semidefinite Programs in Electronic Structure Calculations
Yongfeng Li, Zaiwen Wen, Chao Yang +1
The ground state energy of a many-electron system can be approximated by an variational approach in which the total energy of the system is minimized with respect to one and two-bo…
Adaptive Regularized Newton Method for Riemannian Optimization
Jiang Hu, Andre Milzarek, Zaiwen Wen +1
Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose-Einstein condensates, low rank nearest correlation, image registration…