92 citations · 141 across the 13 of their papers we have counts for
6 papers · 1 filter
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…
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…
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…
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…
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…
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…