activity
20172021
most citedOn efficiently solving the subproblems of a level-set method for fused lasso problems

1 citations · 1 across the 1 of their papers we have counts for

collaborators

5 papers

math.OC2021

Fast Algorithms for Stackelberg Prediction Game with Least Squares Loss

Jiali Wang, He Chen, Rujun Jiang +2

The Stackelberg prediction game (SPG) has been extensively used to model the interactions between the learner and data provider in the training process of various machine learning…

math.OC2020

Fast projection onto the ordered weighted norm ball

Qinzhen Li, Xudong Li

In this paper, we provide a finitely terminated yet efficient approach to compute the Euclidean projection onto the ordered weighted (OWL1) norm ball. In particular, an ef…

math.OC2019

An asymptotically superlinearly convergent semismooth Newton augmented Lagrangian method for Linear Programming

Xudong Li, Defeng Sun, Kim-Chuan Toh

Powerful interior-point methods (IPM) based commercial solvers, such as Gurobi and Mosek, have been hugely successful in solving large-scale linear programming (LP) problems. The h…

math.OC2018

On the Equivalence of Inexact Proximal ALM and ADMM for a Class of Convex Composite Programming

Liang Chen, Xudong Li, Defeng Sun +1

In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alt…

math.OC20171 cited

On efficiently solving the subproblems of a level-set method for fused lasso problems

Xudong Li, Defeng Sun, Kim-Chuan Toh

In applying the level-set method developed in [Van den Berg and Friedlander, SIAM J. on Scientific Computing, 31 (2008), pp.~890--912 and SIAM J. on Optimization, 21 (2011), pp.~12…