3 citations · 3 across the 6 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
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…
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…