13 citations · 54 across the 19 of their papers we have counts for
5 papers · 1 filter
Fast Bundle-Level Type Methods for unconstrained and ball-constrained convex optimization
Yunmei Chen, Guanghui Lan, Yuyuan Ouyang +1
It has been shown in \cite{Lan13-1} that the accelerated prox-level (APL) method and its variant, the uniform smoothing level (USL) method, have optimal iteration complexity for so…
Accelerated Schemes For A Class of Variational Inequalities
Yunmei Chen, Guanghui Lan, Yuyuan Ouyang
We propose a novel method, namely the accelerated mirror-prox (AMP) method, for computing the weak solutions of a class of deterministic and stochastic monotone variational inequal…
An Accelerated Linearized Alternating Direction Method of Multipliers
Yuyuan Ouyang, Yunmei Chen, Guanghui Lan +1
We present a novel framework, namely AADMM, for acceleration of linearized alternating direction method of multipliers (ADMM). The basic idea of AADMM is to incorporate a multi-ste…
Optimal Primal-Dual Methods for a Class of Saddle Point Problems
Yunmei Chen, Guanghui Lan, Yuyuan Ouyang
We present a novel accelerated primal-dual (APD) method for solving a class of deterministic and stochastic saddle point problems (SPP). The basic idea of this algorithm is to inco…
Projection Onto A Simplex
Yunmei Chen, Xiaojing Ye
This mini-paper presents a fast and simple algorithm to compute the projection onto the canonical simplex . Utilizing the Moreau's identity, we show that the problem i…