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20192025
most citedOnline Primal-Dual Algorithms For Stochastic Resource Allocation Problems

2 citations · 7 across the 8 of their papers we have counts for

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5 papers · 1 filter

math.OC2023

Decentralized Weakly Convex Optimization Over the Stiefel Manifold

Jinxin Wang, Jiang Hu, Shixiang Chen +2

We focus on a class of non-smooth optimization problems over the Stiefel manifold in the decentralized setting, where a connected network of agents cooperatively minimize a fin…

math.OC2023

An Online Algorithm for Chance Constrained Resource Allocation

Yuwei Chen, Zengde Deng, Yinzhi Zhou +3

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource co…

math.OC20222 cited

Online Primal-Dual Algorithms For Stochastic Resource Allocation Problems

Yuwei Chen, Zengde Deng, Zaiyi Chen +3

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints and conditional expectation constraints. The online RAP is an integer linear prog…

math.OC2019

Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods

Xiao Li, Shixiang Chen, Zengde Deng +3

We consider a class of nonsmooth optimization problems over the Stiefel manifold, in which the objective function is weakly convex in the ambient Euclidean space. Such problems are…

math.OC20192 cited

An Efficient Augmented Lagrangian Based Method for Constrained Lasso

Zengde Deng, Anthony Man-Cho So

Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, the constrained L…