3 papers
math.OC2026
Maximal monotonicity of piecewise polyhedral mappings
Xudong Li, R. Tyrrell Rockafellar, Defeng Sun
Maximally monotone mappings that are piecewise polyhedral arise from subdifferentials of convex functions and saddle functions that are piecewise linear-quadratic and enter into al…
math.OC2026
A Semismooth Newton Augmented Lagrangian Method for Sparse Spectral Risk Optimization
Rufeng Xiao, Rujun Jiang, Xudong Li +1
Empirical risk minimization is a standard and effective paradigm for learning predictive models by minimizing average loss. In high-stakes decision-making, however, an average-loss…
math.OC2025
On the B-subdifferential of proximal operators of affine-constrained regularizer
Xudong Li, Meixia Lin, Kim-Chuan Toh
In this work, we study the affine-constrained regularizers, which frequently arise in statistical and machine learning problems across a variety of applications, including…