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math.OC2021★ 23 cited
Decentralized Optimization Over the Stiefel Manifold by an Approximate Augmented Lagrangian Function
Lei Wang, Xin Liu
In this paper, we focus on the decentralized optimization problem over the Stiefel manifold, which is defined on a connected network of agents. The objective is an average of $…
math.OC2021★ 9 cited
A Communication-Efficient and Privacy-Aware Distributed Algorithm for Sparse PCA
Lei Wang, Xin Liu, Yin Zhang
Sparse principal component analysis (PCA) improves interpretability of the classic PCA by introducing sparsity into the dimension-reduction process. Optimization models for sparse…