9 papers
Anderson Accelerated Primal-Dual Hybrid Gradient for solving LP
Yingxin Zhou, Stefano Cipolla, Phan Tu Vuong
We present the Anderson Accelerated Primal--Dual Hybrid Gradient (AA-PDHG), a fixed-point-based framework that integrates Anderson Acceleration into the PDHG method for solving lin…
Faster than Fast-LTS: Robust Regression and Outlier Detection with DC Programming
Marah-Lisanne Thormann, Phan Tu Vuong, Alain B. Zemkoho +1
When datasets contain outliers, robust regression is a well-established alternative to Ordinary Least Squares. A commonly employed robust estimator is Least Trimmed Squares (LTS),…
The Popov's Algorithm with Optimal Bounded Stepsize for Generalized Monotone Variational Inequalities
Nhung Hong Nguyen, Thanh Quoc Trinh, Phan Tu Vuong
For solving constrained (pseudo)-monotone variational inequality, we prove that the upper bound of stepsize established for the Popov's algorithm and the forward-ref…
Second order continuous and discrete dynamical systems for solving inverse quasi-variational inequalities
Pham Viet Hai, Thanh Quoc Trinh, Phan Tu Vuong
In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory co…
Countering adversarial evasion in regression analysis
David Benfield, Phan Tu Vuong, Alain Zemkoho
Adversarial machine learning challenges the assumption that the underlying distribution remains consistent throughout the training and implementation of a prediction model. In part…
The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
Marah-Lisanne Thormann, Phan Tu Vuong, Alain B. Zemkoho
A highly relevant problem of modern finance is the design of Value-at-Risk (VaR) optimal portfolios. Due to contemporary financial regulations, banks and other financial institutio…