49 citations · 52 across the 15 of their papers we have counts for
15 papers
Riemannian Trust Region Methods for SC Minimization
Chenyu Zhang, Rufeng Xiao, Wen Huang +1
Manifold optimization has recently gained significant attention due to its wide range of applications in various areas. This paper introduces the first Riemannian trust region meth…
A Riemannian Proximal Newton Method
Wutao Si, P. -A. Absil, Wen Huang +2
In recent years, the proximal gradient method and its variants have been generalized to Riemannian manifolds for solving optimization problems with an additively separable structur…
A Proximal DC Algorithm for Sample Average Approximation of Chance Constrained Programming
Peng Wang, Rujun Jiang, Qingyuan Kong +1
Chance constrained programming (CCP) refers to a type of optimization problem with uncertain constraints that are satisfied with at least a prescribed probability level. In this wo…
Decision Making under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers
Xiangyu Cui, Rujun Jiang, Yun Shi +2
This paper proposes a novel numerical method for solving the problem of decision making under cumulative prospect theory (CPT), where the goal is to maximize utility subject to pra…
Solving Stackelberg Prediction Game with Least Squares Loss via Spherically Constrained Least Squares Reformulation
Jiali Wang, Wen Huang, Rujun Jiang +2
The Stackelberg prediction game (SPG) is popular in characterizing strategic interactions between a learner and an attacker. As an important special case, the SPG with least square…
Tackling A Class of Hard Subset-Sum Problems: Integration of Lattice Attacks with Disaggregation Techniques
Bojun Lu, Duan Li, Rujun Jiang
Subset-sum problems belong to the NP class and play an important role in both complexity theory and knapsack-based cryptosystems, which have been proved in the literature to become…
Cubic regularization methods with second-order complexity guarantee based on a new subproblem reformulation
Rujun Jiang, Zhishuo Zhou, Zirui Zhou
The cubic regularization (CR) algorithm has attracted a lot of attentions in the literature in recent years. We propose a new reformulation of the cubic regularization subproblem.…
Fast Algorithms for Stackelberg Prediction Game with Least Squares Loss
Jiali Wang, He Chen, Rujun Jiang +2
The Stackelberg prediction game (SPG) has been extensively used to model the interactions between the learner and data provider in the training process of various machine learning…
New notions of simultaneous diagonalizability of quadratic forms with applications to QCQPs
Alex L. Wang, Rujun Jiang
A set of quadratic forms is simultaneously diagonalizable via congruence (SDC) if there exists a basis under which each of the quadratic forms is diagonal. This property appears na…
An accelerated first-order method with complexity analysis for solving cubic regularization subproblems
Rujun Jiang, Man-Chung Yue, Zhishuo Zhou
We propose a first-order method to solve the cubic regularization subproblem (CRS) based on a novel reformulation. The reformulation is a constrained convex optimization problem wh…
A linear-time algorithm for generalized trust region subproblems
Rujun Jiang, Duan Li
In this paper, we provide the first provable linear-time (in the number of non-zero entries of the input) algorithm for approximately solving the generalized trust region subproble…
Novel reformulations and efficient algorithms for the generalized trust region subproblem
Rujun Jiang, Duan Li
We present a new solution framework to solve the generalized trust region subproblem (GTRS) of minimizing a quadratic objective over a quadratic constraint. More specifically, we d…
Second Order Cone Constrained Convex Relaxations for Nonconvex Quadratically Constrained Quadratic Programming
Rujun Jiang, Duan Li
In this paper, we present new convex relaxations for nonconvex quadratically constrained quadratic programming (QCQP) problems. While recent research has focused on strengthening c…
SOCP Reformulation for the Generalized Trust Region Subproblem via a Canonical Form of Two Symmetric Matrices
Rujun Jiang, Duan Li, Baiyi Wu
We investigate in this paper the generalized trust region subproblem (GTRS) of minimizing a general quadratic objective function subject to a general quadratic inequality constrain…
Simultaneous Diagonalization of Matrices and its Applications in Quadratically Constrained Quadratic Programming
Rujun Jiang, Duan Li
An equivalence between attainability of simultaneous diagonalization (SD) and hidden convexity in quadratically constrained quadratic programming (QCQP) stimulates us to investigat…