4 citations · 4 across the 4 of their papers we have counts for
4 papers
An Efficient IPM Implementation for A Class of Nonsymmetric Cones
Yuwen Chen, Paul Goulart
We present an efficient implementation of interior point methods for a family of nonsymmetric cones, including generalized power cones, power mean cones and relative entropy cones,…
A Unified Early Termination Technique for Primal-dual Algorithms in Mixed Integer Conic Programming
Yuwen Chen, Catherine Ning, Paul Goulart
We propose an early termination technique for mixed integer conic programming for use within branch-and-bound based solvers. Our approach generalizes previous early termination res…
Burer-Monteiro ADMM for Large-scale SDPs
Yuwen Chen, Paul Goulart
We propose a bilinear decomposition for the Burer-Monteiro method and combine it with the standard Alternating Direction Method of Multipliers algorithm for semidefinite programmin…
An Accelerated DFO Algorithm for Finite-sum Convex Functions
Yuwen Chen, Antonio Orvieto, Aurelien Lucchi
Derivative-free optimization (DFO) has recently gained a lot of momentum in machine learning, spawning interest in the community to design faster methods for problems where gradien…