3 citations · 3 across the 2 of their papers we have counts for
3 papers
math.OC2019★ 3 cited
Minimization of a Class of Rare Event Probabilities and Buffer Probabilities of Exceedance
Amarjit Budhiraja, Shu Lu, Yang Yu +1
We consider the problem of choosing design parameters to minimize the probability of an undesired rare event that is described through the average of iid random variables. Sinc…
math.OC2018
Convergence of the Augmented Decomposition Algorithm
Hongsheng Liu, Shu Lu
We study the convergence of the Augmented Decomposition Algorithm (ADA) proposed in [32] for solving multi-block separable convex minimization problems subject to linear constraint…
math.OC2017
Self-concordant inclusions: A unified framework for path-following generalized Newton-type algorithms
Quoc Tran-Dinh, Tianxiao Sun, Shu Lu
We study a class of monotone inclusions called "self-concordant inclusion" which covers three fundamental convex optimization formulations as special cases. We develop a new genera…