18 citations · 56 across the 7 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2019★ 1 cited
Proximal algorithms for constrained composite optimization, with applications to solving low-rank SDPs
Yu Bai, John Duchi, Song Mei
We study a family of (potentially non-convex) constrained optimization problems with convex composite structure. Through a novel analysis of non-smooth geometry, we show that proxi…
math.OC2018
Analysis of Sequential Quadratic Programming through the Lens of Riemannian Optimization
Yu Bai, Song Mei
We prove that a "first-order" Sequential Quadratic Programming (SQP) algorithm for equality constrained optimization has local linear convergence with rate , where $κ_…