activity
20182023
most citedGeneralized Symmetric ADMM for Separable Convex Optimization

92 citations · 141 across the 13 of their papers we have counts for

collaborators

13 papers

math.OC2023

An Accelerated Stochastic ADMM for Nonconvex and Nonsmooth Finite-Sum Optimization

Yuxuan Zeng, Zhiguo Wang, Jianchao Bai +1

The nonconvex and nonsmooth finite-sum optimization problem with linear constraint has attracted much attention in the fields of artificial intelligence, computer, and mathematics,…

math.NA2021

A new insight on augmented Lagrangian method with applications in machine learning

Jianchao Bai, Linyuan Jia, Zheng Peng

By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to…

math.NA2021

Iteration complexity analysis of a partial LQP-based alternating direction method of multipliers

Jianchao Bai, Yuxue Ma, Hao Sun +1

In this paper, we consider a prototypical convex optimization problem with multi-block variables and separable structures. By adding the Logarithmic Quadratic Proximal (LQP) regula…

math.OC2021

Convergence on a symmetric accelerated stochastic ADMM with larger stepsizes

Jianchao Bai, Deren Han, Hao Sun +1

In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear c…

math.OC2020★ 1 cited

An Inexact Accelerated Stochastic ADMM for Separable Convex Optimization

Jianchao Bai, William W. Hager, Hongchao Zhang

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linea…

math.NA2019

A family of multi-parameterized proximal point algorithms

Jianchao Bai, Ke Guo, Xiaokai Chang

In this paper, a multi-parameterized proximal point algorithm combining with a relaxation step is developed for solving convex minimization problem subject to linear constraints. W…

math.NA2019★ 3 cited

Accelerated Symmetric ADMM and Its Applications in Signal Processing

Jianchao Bai, Junli Liang, Ke Guo +1

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focus…

math.NA2019

Convergence Revisit on Generalized Symmetric ADMM

Jianchao Bai, Xiaokai Chang, Jicheng Li +1

In this note, we show a sublinear nonergodic convergence rate for the algorithm developed in [Bai, et al. Generalized symmetric ADMM for separable convex optimization. Comput. Opti…

math.NA2018★ 9 cited

On the generalized low rank approximation of the correlation matrices arising in the asset portfolio

Xuefeng Duan, Jianchao Bai, Maojun Zhang +1

In this paper, we consider the generalized low rank approximation of the correlation matrices problem which arises in the asset portfolio. We first characterize the feasible set by…

math.OC2018★ 92 cited

Generalized Symmetric ADMM for Separable Convex Optimization

Jianchao Bai, Jicheng Li, Fengmin Xu +1

The Alternating Direction Method of Multipliers (ADMM) has been proved to be effective for solving separable convex optimization subject to linear constraints. In this paper, we pr…

math.OC2018★ 2 cited

General parameterized proximal point algorithm with applications in statistical learning

Jianchao Bai, Jicheng Li, Pingfan Dai +1

In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing…

math.OC2018★ 34 cited

A parameterized proximal point algorithm for separable convex optimization

Jianchao Bai, Hongchao Zhang, Jicheng Li

In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. Th…

math.OC2018

Proximal extrapolated gradient methods with prediction and correction for monotone variational inequalities

Xiaokai Chang, Sanyang Liu, Jianchao Bai +1

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed me…