activity
20172024
most citedImproved DC Programming Approaches for Solving the Quadratic Eigenvalue Complementarity Problem

8 citations · 24 across the 15 of their papers we have counts for

collaborators

16 papers

cs.LG2024

Understand the Effectiveness of Shortcuts through the Lens of DCA

Youran Sun, Yihua Liu, Yi-Shuai Niu

Difference-of-Convex Algorithm (DCA) is a well-known nonconvex optimization algorithm for minimizing a nonconvex function that can be expressed as the difference of two convex ones…

math.OC2023

Accelerated DC Algorithms for the Asymmetric Eigenvalue Complementarity Problem

Yi-Shuai Niu

We are interested in solving the Asymmetric Eigenvalue Complementarity Problem (AEiCP) by accelerated Difference-of-Convex (DC) algorithms. Two novel hybrid accelerated DCA: the Hy…

math.OC2023

An Accelerated DC Programming Approach with Exact Line Search for The Symmetric Eigenvalue Complementarity Problem

Yi-Shuai Niu

In this paper, we are interested in developing an accelerated Difference-of-Convex (DC) programming algorithm based on the exact line search for efficiently solving the Symmetric E…

math.OC2022★ 1 cited

On the Convergence Analysis of DCA

Yi-Shuai Niu

Difference-of-Convex (DC) programming, which seeks to minimize a function expressed as the difference of two convex functions, arises in a wide range of applications in machine lea…

math.OC2022

A Variable Metric and Nesterov Extrapolated Proximal DCA with Backtracking for A Composite DC Program

Yu You, Yi-Shuai Niu

In this paper, we consider a composite difference-of-convex (DC) program, whose objective function is the sum of a smooth convex function with Lipschitz continuous gradient, a prop…

math.OC2022

A Boosted-DCA with Power-Sum-DC Decomposition for Linearly Constrained Polynomial Programs

Hu Zhang, Yi-Shuai Niu

This paper proposes a novel Difference-of-Convex (DC) decomposition for polynomials using a power-sum representation, achieved by solving a sparse linear system. We introduce the B…

math.CO2021

Power-product matrix: nonsingularity, sparsity and determinant

Yi-Shuai Niu, Hu Zhang

We prove the nonsingularity of a class of integer matrices V(n,d), namely power-product matrix, for positive integers n and d. Some technical proofs are mainly based on linear alge…

math.OC2021★ 5 cited

A Refined Inertial DC Algorithm for DC Programming

Yu You, Yi-Shuai Niu

In this paper we consider the difference-of-convex (DC) programming problems, whose objective function is the difference of two convex functions. The classical DC Algorithm (DCA) i…

cs.LG2021★ 1 cited

Spatio-Temporal Neural Network for Fitting and Forecasting COVID-19

Yi-Shuai Niu, Wentao Ding, Junpeng Hu +2

We established a Spatio-Temporal Neural Network, namely STNN, to forecast the spread of the coronavirus COVID-19 outbreak worldwide in 2020. The basic structure of STNN is similar…

math.OC2021

A Difference-of-Convex Cutting Plane Algorithm for Mixed-Binary Linear Program

Yi-Shuai Niu, Yu You

In this paper, we propose a cutting plane algorithm based on DC (Difference-of-Convex) programming and DC cut for globally solving Mixed-Binary Linear Program (MBLP). We first use…

cs.AI2020★ 4 cited

A Difference-of-Convex Programming Approach With Parallel Branch-and-Bound For Sentence Compression Via A Hybrid Extractive Model

Yi-Shuai Niu, Yu You, Wenxu Xu +3

Sentence compression is an important problem in natural language processing with wide applications in text summarization, search engine and human-AI interaction system etc. In this…

math.OC2019

Discrete Dynamical System Approaches for Boolean Polynomial Optimization

Yi-Shuai Niu, Roland Glowinski

In this article, we discuss the numerical solution of Boolean polynomial programs by algorithms borrowing from numerical methods for differential equations, namely the Houbolt sche…

math.OC2019★ 1 cited

High-order Moment Portfolio Optimization via An Accelerated Difference-of-Convex Programming Approach and Sums-of-Squares

Yi-Shuai Niu, Ya-Juan Wang, Hoai An Le Thi +1

The Mean-Variance-Skewness-Kurtosis (MVSK) portfolio optimization model is a quartic nonconvex polynomial minimization problem over a polytope, which can be formulated as a Differe…

cs.CL2019

Sentence Compression via DC Programming Approach

Yi-Shuai Niu, Xi-Wei Hu, Yu You +2

Sentence compression is an important problem in natural language processing. In this paper, we firstly establish a new sentence compression model based on the probability model and…

math.OC2018★ 4 cited

On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials

Yi-Shuai Niu, Hoai An Le Thi, Dinh Tao Pham

In this article, we are interested in developing polynomial decomposition techniques based on sums-of-squares (SOS), namely the difference-of-sums-of-squares (D-SOS) and the differ…

math.OC2017★ 8 cited

Improved DC Programming Approaches for Solving the Quadratic Eigenvalue Complementarity Problem

Yi-Shuai Niu, Joaquim Judice, Hoai An Le thi +1

In this paper, we discuss the solution of a Quadratic Eigenvalue Complementarity Problem (QEiCP) by using Difference of Convex (DC) programming approaches. We first show that QEiCP…